you're shooting in RAW right?
the camera review and the initial LR preview are both done using JPEG profiles... Se regardless of shooting JUST RAW, it ALWAYS shows what the JPEG would look like on the rear screen. To get them as close as possible turn off all the fancy JPEG editing options (d-lighting, vignetting control, etc) and shoot in the standard JPEG settings...
To test this (prove it) set your JPEGS to the B&W setting but set your quality to RAW only... The reviews will be B&W only, but once you get to the files in the computer, as long as they're RAWs only, you'll have full color files. The other trick, is shoot JPEG & RAW at the same time. When you see them in LR the JPEG will look the same in it's preview AND final view, the RAW will look the same initially, but THEN switch.
And it's a bummer because usually the JPEGs look better, but the have MUCH less information in them... So I'm always trying to make my RAWs look like my in camera JPEGs.....