mechman,
Using your E-500, use this one touch white balance procedure on page 90 of this pdf from Olympus.
http://www.olympusamerica.com/files/...d%20Manual.pdf
You will want to do this with each room lighting situation with your white card and a clear white projection from your projector. White snow is typically a little blue, so that would likely scew your color balance. Be sure to fill the camera viewfinder. One thing to think about is that your projected image should be based on 6500k, where your incandesent lights are somewhere between 2800 and 3400K. What they are likely doing is affecting your projected shadows more than the highlights. Color balancing for these type things generally presumes that everything is shifted an equal amount which isn't your case.
Using the white card rather than the screen to perform the white balance procedure above will shift your color if the two are different. You might do as well using the white card when you are comparing screens to more accurately contrast the differences in the screens. Otherwise, if you are just wanting to show an image off of your screen (provided its different than the white card) make the white balance measurement off of the screen.
What kind of bulbs are those in the ceiling?