Justin, my immediate reaction was that lenses can not underexpose, cameras do. Then I thought what if the lens is not closing the aperture to what the camera tells it to, but closes it one stop less (i.e., the camera says f/5.6 and the lens stops to f/8)? Then again, that would happen if you set your exposure manually as well, unless by manually you mean stopping the lens down manually, not manual exposure mode on the camera. I am not too familiar with Nikon, but I know there are several generation of its lenses, some of which do not even have aperture ring on them (but rely on the camera to set it), so a bit more detail about what lens you have and the technique you use might be helpful.