Your case is typical problem with high contrast/dynamic range situation. As no sensor can reproductivereproduce the dynamic range of the human eye, you can use several ways to create image which somehow representrepresent your view of the light.
The first way is to expose based on the metering of sky. This will help you do not looseto lose details in bright areas and still have some details in dark areas. Later in postproductionpost-production, you can recover the details in dark areas (more or less). This way is not applicable isif you meter on darker areas because you will looselose info in bright areas (w/owith no way to recover).
The other ways is to use HDR. You shoot few/severalseveral images with different exposures (standard, +1, -1 and so on). After you can combine them with software and (depend of the setting you use) get well exposed sky and dark objects.
P.S. You can try also neutral density graduated filters to decrease the amount of light for sky.