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Two points. First is what type of vitamin d are you using?
D3 is the ONLY one to use, you must either find the word CHOLECALCIFEROL or Vitamin D3 on the label.
Many firms, (and doctors) are still using D2 Ergocalciferol and this is know to be less effective, shorter lived and simply not as well absorbed.
The Case Against Ergocalciferol as a vitamin Supplement.
http://www.ajcn.org/cgi/content/full/84/4/694
Secondly do look at the AMOUNT of Vitamin D3 you are consuming. Many D3 supplements are simply not an effective strength.
If you are in debt financially but are required to spend $4000 daily how much money to you require not to get further into debt.
http://www.ajcn.org/cgi/content/full/77/1/204 This Heaney research shows your body actually uses between 3000 and 5000iu daily so if you want to stay Vitamin D replete and you cannot get outside or it's raining day in and day out (as it is where I live at the moment and for the last month) then you need to be supplementing at an effective level to keep your status up.
http://www.ncbi.nlm.nih.gov/sites/entrez?Db=pubmed&Cmd=ShowDetailView&TermToSearch=17426097
Low vitamin D status despite abundant sun exposure.
this research shows that there are some folk who are not good Vitamin D synthesisers. However long they spend outside they don't make a great deal of vitamin D.
There are also other factors, like air conditioning encouraging people to stay indoors or clothing (that accounts of low status in Asian countries http://www.ncbi.nlm.nih.gov/sites/entrez?Db=pubmed&Cmd=ShowDetailView&TermToSearch=17413106) that's apart from the injunctions to wear sunblock whenever you go outside and to apply it actually before you even see the sun.
You also need to know that the angle of the sun can affect the amount of Vitamin D reaching the ground and it's generally most when your shadow is shorter than your height which may mean that's why you are missing out.
Toxicity doesn't occur until you consumes 40,000iu daily for some time so while the safe upper limit of 10,000iu/d is adopted the 4000iu you need daily is only a fraction of that.