Your 3 outdoor pics sort of make sense if you look at the EXIF data. The first (200ASA, non flash, a tad overexposed?) was taken at f11, 1/20th sec. The next, with flash (underexposed) was f11, 1/60th sec, and the last (best exposed) was f11, 1/60th with the exposure better because it was ASA400.
Looks like the camera limits the shutter to 1/60 when flash employed. Maybe someones more familiar with the D40?
As for your hair, I commented on the other thread. Its no consolation, but i reckon the 'funnycoloured' version looks better on you ;-)