1/1000 is very fast and hardly used in lowlight conditions no matter what your iso setting is. in P mode, i doubt the cam set it to 1/1000. when u do that in S mode, u automatically underexpose the shot. check the exposure bar in the bottom middle part of your viewfinder

+ means u're overexposing the shot while - means underexpose, u naturally want it at 0 on most cases depending on what type of metering u're using. if u're using p mode, the cam will decide everything, so by changing your exposure dial, the cam will do d rest. in S mode, u have 2 variables(iso excluded). one is exposure and shutter speed. while pressing the exposure button ( the +/- ) and moving the wheel to +, the exposure bar will only show your exposure compensation, i.e +0.3ev, etc.. the reason why it went back to - is that your exposure compensation isn't enough cos your shutter speed is too fast. also note, by changing your ev compensation, u're actually changing your aperture. but since your aperture is only THAT big, no matter how u change your ev settings, you'll always get an underexposed shot because of your shutter speed!

yes, manual! it's a very good handybook, u should read it inside out before even starting to shoot