Try using a layer mask.
- Open your image in expert mode
- Open the layers pallet (Window >> Layers)
- Duplicate your image (Layer >> Duplicate Layer >> OK)
- Press Ctrl+L for the levels dialog
- Push the middle pointer under the histogram to the left to lighten the sky and click OK (this will lighten the whole image but don’t worry – focus on the sky until it looks as you want.
- Hold down the alt key and click add layer mask (it’s the square icon with a circle in the middle at the top of the layers pallet)
- Make sure the black layer mask thumbnail icon is highlighted then select a soft brush
- Set the color chip at the bottom of the tools to white or press D on the keyboard and white is the default that appears on top
- Now start brushing over the top of your image without touching the foreground to reveal the lightened sky as you brush away the mask