Hi Kungfuflavor, welcome to the Cameralabs forums!
Sadly you can't always trust the screen. Maybe it's too bright or too dark, or maybe the surroundings were bright or dark. The only way to really tell is to play your image back and press the DISP button to show the histogram - check your manual to find out how to read this graph...
Also makes sure your metering is set to Evaluative and you're in an Auto mode like Program.
The 400D does famously slightly underexpose though - see this example:
http://www.cameralabs.com/reviews/NikonD80/page4.shtml
So many people shoot with it set to +0.3 or +0.7 EV...
Gordon