I recently (this afternoon) bought a F80 film SLR for a photography class for school. I was also able to purchase an AF Nikkor 28-200 1:3.5-5.6D lens as well. Until I get batteries (and film for that matter), I would be testing the lens on my D60 (crop sensor 1.5x).
I normally shoot at ISO-400 in P mode and these are two pictures I took recently with the 18-55 kit lens:
The EXIF information for the underexposed photo of the bird chart shows that you took the photo in Shutter speed priority mode. If that is the case, you selected 1/60th of a second and the camera selected the widest aperture it could (f/3.8). This combination of shutter speed, aperture, and ISO (fixed at 400) caused underexposure as the camera could not open the lens' aperture any further to get a correct exposure.
The EXIF info for the second bird chart photo says "undetermined" for the exposure mode, but apparently with auto ISO enabled, the camera was able to up the ISO to get a correct exposure.
The last two images look to be taken inside with limited light and no flash was used. It may be better if you can take images with the 18-55 and then the 28-200 with the same lighting conditions and the same subject.
Alan nailed the answer to your question. There is about a 2 1/3 rd stop difference between #3 and #4 which confirms the shutter speed that you chose was too fast for the limits imposed by the maximum aperture of your lens and the ISO setting. I suspect that "Lo" was shown in the viewfinder display before you released the shutter. Good Luck and Enjoy your Nikons!