I just realized I don't know what under exposed means........It's not blue. It may be very slightly underexposed and you can adjust the white balance to your own taste.... But that isn't dead looking skin tone.
No, how do yo do that?Do you calibrate your monitor?
Set your white balance to auto. "Cloud Mode" is for cloudy days. Auto white balance does great in almost every situation. Then, since you don't know what underexposed is, go to the library and check out a basic photography book. It can even be a film photography book. The basics of exposure are the same. Check out the beginner section of www.improvephotography.com. Oh, and read your entire camera manual... Not just the quick start guide.