There are a few factors at play here.
First, you really don't know how Penn has configured their equipment. Remember, their bread and butter is taking image files straight out of the customer's camera or memory card and printing them. Their machine is programmed to apply some kind of correction as a rule, and you probably have no way of knowing if the guy running the machine that day honored your request to print without correction or not. In short, outfits like Penn are the wrong kind to use to establish a baseline on anything. You need to find a lab that is geared towards handling a customer that takes complete control of how their image should look and only wants the lab to push PRINT on their fancy machine, but is also technically savvy enough to work with the photographer to help him get what he wants.
Second, the histogram is only one factor in how a picture is going to look. The histogram can say you have good exposure, but that might mean turning black to dark gray or bright white to light gray in order to get there. If you don't want your black to be dark gray then you'll probably have to adjust the image in a way that pulls the histogram towards the underexposed side. The histogram is just a tool that lets you know where the information is in the image. When you're making the images with the camera, you want to strive for a histogram scale that shows you that all the pixels have a good range of values because that means you're not loosing any image information. When you're printing your images, the goal is to make the image look the way you want it to look. That might mean making the picture look under or over exposed to some degree. It might even mean that you tear the histogram to utter shreds.
Third, it seems like you need to decide what your goal is here because you're pulling yourself in too many conflicting directions.
If your goal was to get good 4x6 prints via a cheap photolab, which IIRC was the original intent in buying the camera in the first place, then it sounds like you're pretty much there. Try to make sure your images are exposed properly, using the in-camera histogram as a guide to help you keep all the pixels between 0 and 255, and let Penn handle the printing.
If your goal is to learn how to take control of the process and make your prints look way YOU want them to then get a copy of Photoshop or Photoshop Elements, a good book to help you learn the concepts and how to use the program, a device to calibrate your monitor, and a decent printer.
Whatever you do, stop trying to adjust the images in-camera. That will just cause nothing but confusion. The displays in the cameras are not designed for any kind of color or exposure accuracy.
