Nikon D80 and underexposed flash photos

I have a Nikon D80 and both manuals that I have consulted tell me to use the "P" (Programed) setting for flash. When I do both with the built in flash and the SB 600 I get underexposed photos. With the Auto I do not as often. Is my camera not working correctly or should I ignor the camera expert's advice? Everything else is set of default other than "fine". I have a 18-135 lens

cblatch