I have a sienna day that I love (using her right now, actually!) I agree that it's a brown with deep orange undertones. In certain lights it looks like a deep rich rusty-brown, in brighter light it can look more orange-ish, but not "orange" if that makes sense. It's much more gorgeous than I expected, I have to say. It's a beautiful fall color, but that wouldn't stop me from using her in the spring and summer as well!
It's the best color - I have it in a Day and it's more brown, but with brick/rust undertones - it goes with almost anything - it's one of my very favorite colors and I think it's my favorite Bal of all of mine!