NIKON D5000 NEF - Lightroom 2.6 and PSE show colors quite differently from what Nikon Software show

Question

With my Nikon D5000 DSLR camera, I took recently photos from small blue flowers. I had set-up my Nikon D5000 to create for every photo both a NEF File and a JPEG File (and had set my camera to use Automatic While Balance). 
I noticed that for NEF Files Lightroom 2.6 (and also PSE 7, that uses internally Camera RAW ) shows me the blue colors of the flowers quite differently from what I see with PSE for the jpeg file. It is my impression, that it is in the Jpeg files, that the blue color is close to the reality; and  that it is with the NEF Files that Lightroom and PSE show a blue color that is quite different from the reality.
I also looked at the photo files with the NIKON "View Nx" 1.3.0 Software that came with my camera. With "View Nx" the blue colors (both with the NEF file and the Jpeg File) are very vlose that what i see with PSE 7 in the jpeg file (and quite different from what I see with LR and PSE for the .NEF File).
I mentioned this problem to Nikon Support. They suggested, that Nikon Software and Adobe software use different algorithms; and that the Nikon algorithms are better/closer adapted to the Nikon cameras than the more generalized Adobe algorithms that need to support a very large number of cameras.
But ....it is Lightroom that i wish to use to process my NEF Files and PSE that I wish to use to organize my Photos. Can a LR/Camera-RAW expert help me? I would like to find a solution to see with LR and with PSE in my D5000 NEF Photo Files blue colors that are close to the reality and close to what Nikon Software shows me on my PC. Please notice that I am very far away from being a professional and that i will probably not understand complicated explanations.
Thanks a lot in advance.
An additional note, that is perhaps not relevant: I used LR to convert my NEF File into a JPEG File format and looked at the blue in the result. It looks the same as what LR and PSE show me for the .NEF File (and looks different from the jpeg file crreated by the NIKON camera).

Answer 1

EJ and Jim
Thank You very much for your useful feedback.
I realize, that as a neophit I am an exot among the community of photo-experts and photo-professionals addressed by LR.  Therefore the wish that I will now express is perhaps inadequate. But since it is gently, that i express this wish, I am probably allowed to do so......
My wish for a future version of LR, is that LR comes out of the box with a "reasonable" interpretation of the RAW images of most important/widespread modern cameras....without requiring that non-experts like me gets confronted from the very beginning with the need to develop their own default settings.
For this wish, I will formulate a Feature Request.
You might wonder, why a non-expert like me is interested in LR instead of  using those Photo-Editing Software (e.g. PSE) that are supposed to address the need of non-experts. Well..... I am coming from the PSE world. I am reasolnably happy with the PSE Organizer....but  I hate the complex, inefficient, unfriendli "user-interface" (experts will probably tell: workflow-interface?) of the PSE Editor. Its really a last-century Software. LR is so much more friendly, even for non-experts...within the Library Module, i do not need to switch back and forth between one dialogue-window for each type of change.... nearly all what i need is in that one right-hand pane of the Library module.
I honestly believe, that Adobe should take a serious look at promoting/marketing  LR also to the audience of non-experts. That would be a good and attractive additional marketing opportunity for LR.