I always get the "Low Light" message when I try to set the white balance, even though the room isn't so dark. It usually takes me some time to get it. Is there something I'm missing? Should I point some artifical lights toward the camera?
You need to have light hitting the white card you are balancing off of in order for white balance to be truly effective. Try getting a little more light on it and it should work for you.
The more you use the camera, the more the light ratios will sink into your head. You need a bit more light, brother. Remember that you control the situation, make it work for you, rather than fighting with it. After a month of steady use, you will know right away if you will need more light.
Follow what HorseFilms said and you will be cool.
Exactly. The hardest thing to get used to is looking at your scene with the naked eye and seeing all that light. It looks like too much, but when you look through the viewfinder, you'll realize that it's fine.