I agree with what Jim said (and I moved this over to technique so that we can help explore how to get good colours in macro photos and when you're dealing with this sort of issue
).
What I've found most useful when photographing really brightly coloured objects like red flowers is to underexpose slightly and then bring it back in photoshop. If you're exposing dead on or overexposing the colours essentially get blown out and loose any detail. Turn on the little blinkies in your LCD display (I'm trying to remember if it works on overexposed colours too, but give it a try). You can do that by pressing the up / down arrow until you see it. That or use the histogram setting, I actually prefer that one for general shooting, but I will change to the blinkies sometimes too.
For example, I underexposed on this shot in order to keep the detail in the red, and then worked on it in post-processing later.
