Nice to see the photos now
Step one - head to the Pink Link in my signature if you haven't already, heck, even if you have, and read the excellent information our members have contributed about where to start and why to choose particular settings.
Step two - get your hands on a good book on the basics.
Understanding Exposure is a must have for anyone who wants to get the most from their cameras, no matter what system you have. There are lots of other books out there, too. The Pink Link has a good list of resources for all interest levels!
Step three - use your internal flash when you are about 3' from your subject. I use an arm's length as a rough guide. Anything much beyond my fingertips is just begging for a) backscatter and b) lack of light from the flash as the subject is a bit too far. I find that at arm's length, I usually have to turn my Canon flash DOWN one click or it is too overwhelming. This gives a little flexibility for those things that are just a tad further - I can boost the power of the flash and "cheat" the distance a bit.
Step four - get off UW mode. Use manual white balance for subjects/scenes that are beyond 3' or so. Use M or Av or Tv mode - depending on your predilections. I prefer M even though I mostly set up my shutter at 1/125 or so and leave it alone most of the dive, only changing my aperture. M just gives me the most control. My beef with Av or Tv mode is that sometimes the camera will choose an aperture that is too wide open (making the images look soft) or a shutter that is too slow (making the shots all blue with blown out bright parts or making them blurry).
Step five - keep your ISO as low as possible to avoid the noise in the shadows and blues. A little experimenting to see what is acceptable to you is in order here.
Step six - go diving and have lots and lots fun! This should be the most important one