picard,
Most energy saving lamps such as integrated florescent lamps comes /827 color code, meaning they produce 2700 K light. If you are an average consumer, that's white but as you are complaining about it, you obviously aren't (way to go!). You can make a florescent lamp just as efficient or even more efficient but with high color temperature by changing the phosphor-mix in the tube.
As you probably live in the US, you are able to find integrated florescent lamps with higher color temperature (whereas you are not here in Europe) but Home Depot might not be the place for it.
I prefer lamps in the 3600-4200 K region.
Try to look for "cool white", /840, /842 or even /942 on the package next time and you should end up with a whiter lamp. Good luck!