Nikon d80?

okay, I just got a new camera (nikon d80)
it is my FIRST digital SLR and I'm confused about the aperture and shutter speed settings

whenever I put the camera on aperture priority, shutter priority, OR manual, whenever I set the shutter speed over 1/40 it under exposes..same thing with aperture...if I set that over about a f4 it under exposes...any tips on how to set them higher without under exposing??

To avoid over exposure, use the aperture priority mode and adjust the aperture until the shutter speed is at least 1/250 of a second, so you don't get camera movement.

Next take a class in photography ... you have a VERY good camera with is totally adjustable, so knowing what you are doing is very important in order to get the photos you want.

If you are still having problems, just go ahead and put the camera in the "P" program mode. That will assure your photos are the best they can be under most shooting conditions until you have taken some classes.

A quick bit in addition to the excellent and correct answers above me...

Don't forget that you can change the ISO also and this will cut down on the underexposure factor. You might end up on the other end of the scale though - overexposure - or suffer degraded image quality. Go to 400 or 800 on the ISO and see how this helps you. If you are starting out on the default ISO 100, this will allow you to shoot in somewhat lower light, at somewhat faster shutter speeds, or at somewhat smaller (higher number) apertures.

I agree with fphtoace. His advice is good. Try to use the P (Program) mode as much as possible until you understand better why the camera is choosing the settings it is. On sunny days you should try to experiment with the S (Shutter priority) mode. A setting of 1/125th should work well in most cases. Try experimenting with shooting some moving objects like cars on the highway. In A setting (Aperature Priority) mode, try setting the camera on various setting until you get unblurred pics......This might require a setting of f. 4 or less in order to insure faster shutter speeds. Be sure to record the data if it's not captured on each pic with the Nikon software you got with the camera. Keep experimenting...Good Luck