Sometimes when I take photos with a Nikon D300 I got the photos burnt. Does anybody knows a technique that helps to avoid this undesirable effect?
To avoid blown highlights you can:
The range of light levels that can be recorded by a camera are much lower than those present in many real-life situations. One way to deal with this is to use High Dynamic Range (HDR) Imaging techniques. Use the exposure bracketing features of the camera to make multiple images that can be combined using HDR software that compresses the dynamic range of the scene (using tone mapping) to fit within the range expressible in a displayed or printed image.
(creative commons images by Kevin McCoy via Wikipedia)
It depends what do you means by overexposing, according to some condition it is normal the camera to overexpose, in that ponctual condition you just follow RedGrittyBrick's answer.
However it could be the camera which constantly overexpose and in that case you can tune a compensation with the setting
You can even have a setting bank like