I agree that the D5100's auto WB tends to be off under incandescent lamps (although the warmth isn't always a bad thing, sometimes it's useful), but I think your issue is far simpler than the above:
You seem to be digging through the menu to change settings, such as WB, by hitting the menu button. However, just to the right of the viewfinder is a little, "i," button. This lets you change the on-screen settings of the D5100, such as ISO, metering, AF and so on.
I know you didn't want a RTM answer (nobody ever does, do they?), especially since the D5100's manual is like a phone book, but there you have it.