Show us some examples?
If the sky is overcast then it will often be much brighter than the foreground - so exposing for the forground over exposes the sky.
Also if you are shooting into a portion of the sky with the sun in it - or the sun just out of frame - you will see over exposure. Where possible try to shoot with the sun over one shoulder to avoid blown out skies.
ANd if those circumstances are not possible, or not working, then start looking at getting a set of ND grad filters to darken the skies.