Actually, to get back to the original problem of under-exposure. You might want to go into M (Manual) mode and do all your own settings. This way you get an exposure meter that comes up in the viewfinder or if you press the Info button it appears on the LCD screen too. It will give you a good idea if your shot-to-be is about to be either under or over exposed. That indcator looks like this...
(- . . 0 . . +)
and as you change settings or wave the camera around it may help you by giving you that indication. I suppose you'd already know that the "-" equals under-exposed,, "0" is about spot on, and "+" equals over-exposed and the more the black bars come up towards either side (- or +), the worse off your shot will be. Using the 3 main settings = ISO (ISO button bottom left), Aperture (sub-command wheel up front) and Shutter (Command wheel at the back) you can make your adjustments to each and watch the meter go up or down. Of course I guess you can play with other controls too but the three above come first...
It "MIGHT" help to gauge what's happening, or NOT happening for you...