Red Sun didn't turn out red... why ?

Last night the Sun was very red as it approached the horizon. I grabbed the D40 w/18-105 lens and captured what I thought were some great shots. My excitement was tempered with caution as I viewed them on the LCD.... they didn't look red. Now that I have them downloaded to my computer, the Sun is not red, but more yellow with a tint of orange. What happened ? I tried both Auto and Programmed Auto modes. Why was I unable to record the red Sun as I saw it ?

Thanks.