Originally posted by jjbuzard ...but if I am shooting on "Auto"
First off, as some posters wrote, this is a metering issue, not white balance.
"Auto" is what the problem is.
The light sensor in the camera measures light reflected from the scene back to the camera (reflective light), not light falling on the scene (incident light). How much light reflected back from an object depends on its reflectivity. The light sensor does not know the object's reflectivity so it assumes the average 18% and set the aperture/shutter speed accordingly.
This is why when taking photos of snow/sand/beach (more "white"), you need to add 1-2 stops (e.g. setting EC) and when taking photos of dark objects, you need to subtract 1-2 tops. The best way is to measure incident light, but this is not always possible.
This is a great reading on metering:
Guide to Good Exposure Edit to add:
This is one of my posts:
White Car with Black Tires
If I set the meter according to metering off the white body, in the photo, the body will come out gray, and the tires will be very very very black (no details). If I set the meter according to metering off the black tire, in the photo, the tire will come out gray, and the body will be washed out.