no camera will handle a light temp of 20k or even close.
the only way to get proper white balance is through photoshop.
there are 2 easy ways to do this.
Shoot in raw, and then use the eye dropper and click on a white/gray section of the photo. (most times it maxes out the slider, and is pretty darn close.)
The second way is using photoshop elements (more commonly affordable for the hobbiest) and going to IMAGE ---> ADJUST LIGHTING ----> TONAL CURVE
there you have 3 eye droppers that let you set a reference to black, grey, and white.
done and done.
the second option is the best way to white balance a jpeg.
you can adjust a raw image the same way in both programs, and is my preferred method.
however, for use of the preview (it always uses a jpeg for the preview, even if only shooting raw) i set white balance to shade (through the menu, not the button & command wheel) and set it bias to blue +6 (or all the way to the left).
I would highly recommend in buying David Busch's "NIKON D300 GUIDE TO DIGITAL SLR PHOTOGRAPHY"
Its a great way to understand what all the new setting do, and how they work together, or against each other.
Hope this helps