I've been supplementing with 4000IU of Vit D3 for over a year with no problems at all.
Do you know your level? Is it possible you don't need to supplement? (About 6 months after I began supplementing--because of a 'low satisfactory' level, I had my doctor check my level again to see how the supplement was working, and that's how I knew to keep taking the same level.)
Could it be the brand you're taking? I take Carlson's (and their fish oil as well) because I've heard that they are very reliable in terms of purity.