Switch it off auto-ISO inside your camera menu's and change it to ISO 100. You'll need a tripod for anything below 1/60th shutter speed, but your pics won't be grainy.
800 is pretty high...I would avoid it if possible on your camera. I'm not familiar with your camera but it's on the lower end of Nikon's line.
On my camera (Canon Digital Rebel), ISO 800 is often times on the verge of becoming unusable.
So my next question is, what aperture are you setting it to? Can you open it up any more? This will allow you to stop down the ISO and still keep your shutter speed.
ISO 800 is pretty grainy. Try using ISO 400 or even 200. Depending on how zoomed your lens is, you might need to use a tripod to eliminate camera shake. For 18mm, use a tripod (or rest the camera on something) for shots below about 1/25th sec, for 35mm, about 1/40th, and for 50mm, below 1/60th sec. Try and never take the camera off ISO 200/400 unless you absolutely need to.