Yes, many share your pain...
The first thing to remember is that your camera's built in flash is generally only effective to about 8 feet. Anything beyond that is out of range, which will most likely result in underexposure. So you have 4 basic options:
1) Get within 8 feet when using the built-in flash.
2) Increase your ISO speed to 400. This will extend your flash range to 12 feet or more.
3) Use the "night time flash" mode. This only works for still subjects though, not action shots. With action photography in this mode you will get some very artistic blurring, which is interesting, but probably not what you want.
4) Get an external flash for your camera that will extend the range considerably.
Hope this helps...