problems with lighting

hello who evers out there , im having some anoying problems with my lighting, specificly when i try and render the output is noticibly lighter than the active screen, i have no idea why its like this but it would be nice if i could get a tutorial on how to make proper lighting...thanks

p.s ive been studing 3ds max on and off for a year but ive just upgraded to 2009, so i need some getting used to, thanks again.