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Is taking Vitamin D (cholecalciferol) 800IU & a Men's One Daily good for a 32 y/o man who exercises?

I recently bought a Vitamin capsule from Wal-mart that is listed as "Calcium 600mg with Vitamin D" On the back of the bottle it lists its components among other things:

Serving Size 2 Tablets
Amount Per Serving %Daily Value
Vitamin D (as cholecalciferol) 800 I.U. 200%
Calcium 1.2 g (1200 mg) (as calcium carbonate)

Other Ingredients: Corn Starch, Maltodextrin, Croscamallose Sodium, Coating [hydroxypropyl methylecellulose, modified corn starch, polyethylene glychol, magnesium trisilicate, mica (color), titanium dioxide, dextrose, sodium, carboxymethlcellulose, mineral oil, sodium citrate, polysorbate, dextrin and glycerin] and Magnesium Stearate. CONTAINS SOY.

No Gluten, No Added Preservatives, No Artificial Flavors.
Suggested Use: As a dietary supplement, take 2 daily, For best results, take one tablet twice daily.

Ok here's my question:
Is there a danger to taking this along with a Men's One a Day vitamin?? Am I overdosing on Vitamin D? Am I not getting enough? Am I taking the right kind of Vitamin D? There are two forms of Vitamin D (Cholecalciferol and Ergocalciferol)

I would like to avoid getting osteoporosis later in life, and also it is rumored that Vitamin D helps you avoid some cancers. Not sure about that one though.

I have been taking these for 3 days now, but only one tablet. The reason why I want to take extra Vitamin D is because I do not drink enough milk and I do not regulary get outside and get enough sun.

Additional information about me.
I do exercise my lower body every other day by doing cardio exercises(running jogging about 3 to 5 miles every other day along with some strenches) I weight about 205 and I am 6'3 and about 6 to 10 pounds overweight according to the Body Mass Index for my height, but if you looked at me you'd think I was skinny. I do however realize I have some upper body fat I could lose by doing push-ups and sit-ups. I will be changing this. I started out at 240lbs in January and have lost 35lbs since then by walking/jogging and eating less. I have never had any of my bones broken in my life. But I am not sure how much Vitamin D I have taken at the start of my life.

Thanks for taking your time to read all this and help me understand better.