You should always, always, always set your white balance inside. Every time you turn on your camera, make it the first thing you do, and every time you even change rooms or setting, you should change it.
One of my greatest pet peeves is seeing a nice photo, but the whites (and the skin tone of the people in the photos) look yellow or greenish because the photographer didn't set the white balance.
If you have a custom white balance setting (involving taking a photo of something that's true white to use as a reference point), even better. Consult your camera's manual for setting instructions if you've never done it.
If you're really green, you can buy products like this White Balance Lens Cap that help you set it.