Check the exposure compensation setting to ensure it's set for +/-0. To do this, set the camera for Program mode. Locate the exposure compensation mode button - it's the button with a +/- on it immediately behind the on/off switch. With the camera on, hold down this button. If it shows anything other than "0", use the main command dial (the wheel on the back) to change to setting to 0.
The reason the camera works in the Auto mode is because the exposure compensation settings are not available in auto mode, but are available in Program (P), Aperature (A) and Shutter (S) modes.