also you find that your camera has a bracketing mode, which will take 3 or 5 (or soemtimes 7 ) versions of the same shot at differnet exposure, which again shoudl do exactly what you are asking.
Also, If you dont have a camera that will do the above, try focusing on a lighter area of the sky, so that the camera sets the exposure for that, and there for the darker clouds should be a little under exposed and just what (i think) you are after.
my god im rambling
/slowly slinks away