Hi N.,
First let me say that boy, isn't it fun what comes out of the mouth of babes? I once had my daughter ask, "Mom, why is that lady so fat?" while in line at the bank. I took the time right then and there to say(in a voice loud enough so that everyone could hear, including the lady), "Honey, people come in all shapes and sizes and colors. Everyone's different." Then later, at home, I took the time to explain that it's okay to notice if someone looked, acted or sounded different, but to ask me about it privately so we wouldn't hurt someone's feelings.
You say your daughter was "sort of complaining." Is that just your interpretation because of the comment, or did you actually hear it in her voice? Has she ever complained about things like this in the past? As the other moms said, children absorb everything like little sponges. Even if you and Dad didn't say anything negative, if your body language or mannerisms changed around darker skinned people she might have noticed. If this isn't the case, she may have seen/heard a babysitter/grandparent/family friend/TV show where this happened and noticed it. It could be she had a negative experience with a darker skinned child at the playground or preschool and retained the negative attitude, even if the incident had nothing to do with race. Something had to change her attitude, because children aren't prejudiced from birth; it is learned.
I would recommend you add multicultural items to her toys at home (kitchen setup, dolls, etc.) to help her understand that we are all different in humanity. For example, put a cleaned empty shampoo bottle next to a cleaned empty jar of hair grease in her play kitchen. Explain that little girls and boys with coarser textured hair than she wash their hair less often and grease it more to keep the scalp and hair from drying out. There is a wonderful book, Happy to be Nappy (Jump at the Sun) by Bell Hooks, to help with this discussion of differences. The multicultural baby doll idea is a great one too, as are multicultural puppets. You can even make multicultural sock puppets using socks in different flesh tones, from pale tan to dark brown.
I am a firm believer in using literature to teach little ones, so try to find as many books about the subject as possible and display them. Brown Like Me by Noelle Lamperti is one of my favorites because it uses true life photographs, and Bein' With You This Way by W. Nikola-Lisa has wonderful illustrations of children of all different races.
You can use this experience as a jumping point to introduce your daughter to other differences as well, for example, differently abled people in wheelchairs or with Down syndrome.
Good luck and I hope this helps,
M.