Are you aware of how to use its built in meter? I have the same camera and it's one of my favorites. I have had good luck with the meter, too, which means it yields good exposures for me.
If you are setting your shutter/aperture so that the green light comes on in the viewfinder, and you're still getting underexposed photographs, then either your meter is wrong or your shutter speeds are off or your aperture is closing down too far. It's pretty unlikely that you're aperture is closed down too far so shutter speed or meter would be my first guess.
If you have another camera with a meter that you know works, or a handheld meter (or an iPhone with a light meter app), you can test the FX-3 against the meter and see if it's close.