Photoshop to the Rescue
Here's a photo in which I photographed someone in front of a brightly lit window. As you can see, the subject is underexposed. The solution for such problems? You can selectively improve the underexposed part of the photo to brighten the subject's face without increasing the brightness in other portions of the photo. The easiest way to accomplish this is to do some dodging.
Dodging is an old darkroom term that refers to lightening part of a photo by reducing the amount of time you expose a print. In film processing, it's a selective technique that you apply to certain sections of your photo — and it's no different in digital photography.
In Adobe Photoshop Elements, for example, open the photo and choose the Dodge tool, which you can find second from the bottom in the toolbar on the left side of the screen. Click on the underexposed part of the photo. You can "dab" it by clicking several times, or you can click and drag the tool around the screen to lighten a larger area.