D800 preset WB not working..
Assuming setting the white balance is the same on the D800 as it is on the D3.
1) Press and hold the WB button at the back and then turn the dial to select PRE.
2) RELEASE the wb button and then re-press the wb button untill the PRE flashes, (normally about 2 secs)
3) point the camera at your chosen white / grey object and take the photo,
4) if it was ok, you should see a GD in the viewfinder.
Pg 155 of the D800 manual.