I have a D50, i assume it is similair.
(dotn have ti with me at the moment so i am trying to remember here, i may be wrong)
Go into you menu
on the camera settings (or it may be the one below)
scroll through the menu items and onto the second page.
Some where there will be a metering mode setting. which will have 3 options
matrix mode, centre weighted and spot mode
(I really hope I arnt mixing my technologies in my head, I am very new myself)
these ( i believe) govern where the camera takes its meter reading from . matrix tries to get an average of the whole area in view, centre weighted does the same but pays more attention to the centre of the view where as spot looks at the very centre of the view.
there are a few tricks for getting the exposure you want.
if you want nice skies and detail in the shadow, it is probably best to metre for the sky, (eg point the camera at the sky then either check the settings, hold tha AEL button or half press the shutter and hodl it) then recompose on the buildings or watever.
You will then find that the sky will be nice and cloudy (assuming that there is cloud) but the buildings / ground are very dark. Then open the image up in photoshop, make a duplicate layer, change the levels so you get the detail back, then use a layer mask to delete the extra bright sky / paint in the dark sky.
That takes a bit of doing, the first time, but the more you do it the better you get lol
The problem you do hav ewith that method is that you can get it looking right on your monitor and then it looks wrong on other peoples (like the one I posted today in the landscapes forum)
I hope I arnt talking completely out of my bottom, but that is how I see it any way