Most cameras have problems with this and other color ranges. I've read that it's in the nature of the RGB system, but I don't know enough of the tech to be sure. The first thing to do is make sure your output device (monitor and printer, if you print) is properly calibrated. One thing you can always do is a quick custom white balance. I'll also use a conservative approach to the histogram when photographing strong reds, yellows and oranges - mostly to retain the detail but also for a better shot at color fidelity. Some go to greater effort and calibrate their editing software to their camera via various utilities available. Others use the Athentech Perfectly Clear software to help correct this and other color balance issues.
I'm sure others could add to the above list, but I'd certainly start with a custom white balance and a conservative eye to the color histograms. If you're using OOC JPEG's, it might help to set up a series of test shots to see which style settings most closely deliver what you're seeing - but evaluate it all on a calibrated monitor, not on your camera's LCD!
