[K McCall]

Could it be that your computer monitor is the problem?

There's quite a few things you could do. First, you could buy or rent monitor calibration software and make sure your monitor isn't the problem. I've never done this myself, and I tend to use about five different computers depending on where I am to do post-processing, so I just have a couple of photos that I KNOW what they should look like based on physical prints done by a professional printer, and if those pictures look too dark or too light, I know the monitor is the issue.

Next, you could look at your camera settings. Under MENU and SETUP there's a BRIGHTNESS feature. Make sure it's not set to +7 or something, because that will definitely skew your results on-camera versus on the computer screen.

Next you could look at the calibration of the import preset on Lightroom. I'd have to do some research into this one to know what Lightroom does immediately to the photo. One thing is certain, though: what you see on your camera screen is just the low-res jpg of the image; what you see in Lightroom is either the RAW or the full-res jpg that you took. If you have your jpg settings on your camera to contrasty, saturated, etc etc that will affect what the low-res on-camera picture looks like, where your RAW on your computer monitor will likely look flat and muddy by comparison.

Finally, there's the histogram, which should be the same on-camera and in Lightroom. Look at that, and you can see if your photos are properly exposed regardless of the camera screen or the computer screen. A histogram like with a hill that peaks in the middle or even to the right of the middle indicates proper exposure; if the peak is the left of the middle, you're underexposed.