The point is, you shouldn't be setting the white balance on your camera at all, as it is irrelevant. You should be setting the color temperature when you import from RAW. For example, if you shoot in raw, it just set's what it thinks is the white balance temperature to a variable, and doesn't actually include any of that information in your image data. When you do the raw conversion, if you don't explicitly set the white balance, it will use the value that your camera recorded to set the white balance on the image during the conversion. You should set it explicitly to your light temperature (or tweak it using your light as a baseline, as typically the actual temperature will be a bit off from your 14k or 20k or whatever that your light is rated at).
-Tre