Quick question, im kinda new to the whole manual camera settings so kinda bear with me.

Im trying out different settings on my digital cam. Im in shutter priority mode. I have the shutter speed set to 1/400. Actually anyting above 1/400 does this too...but my problem is the picture is way to dark. And it automatically sets the apeture to 2.8....I can use the flash and make it lighter, but there are times when the flash is too much light. I would like natural light. Any suggestions?