Take your sunglasses back to the place where you purchases your sunglasses and ask them to exchange your lenses for darker ones. I think there is no problem for the optician to change your lenses for darker ones.
Go to any optical store and tell them that you want your sunglasses to be darker. These optical stores may have dyes that they are used to darken lenses. Or they may add tints to your lenses to make it darker according to the material of your lens. They probably use car window tinting to place a dark film on your sunglasses lenses.
I think it should depend on how is your sunglasses tinted the nature of the material used for the lenses. Some lens can't be dyed on the surface. Some sunglasses have preventive coatings of UV rays,anti-reflection etc, which may be damaged by the dye. You can take your sunglasses to an optometric shop and ask them.