This can be easily solved with a PL or CPL (Circular Polarizing Lens), but if you are playing around with a compact camera then maybe you could change the white balance or take the picture with a lower exposure (-) which you can find in your menu as 'E' or '+/-' sign. Depending on you camera there would be a 2 to 3 step up or down which you cld adjust either in quarter steps of 1 step from normal exposure (0). Now please take note that i am an amateur here... so the terms and methods are based on what i pick up or experiment on my own.
Please also note that when setting the exposure to a negative value, (lets say exposure at -1) the objects in the foreground will be underexposed. for example if you take a photo of clouds but there is a roof structure in the frame... the roof would be underexposed. And if lets say you have a valley of mountains in the background.... it would be seriously underexposed which means it will be silhouetted. The best thing to do is not have anthing else in the frame. Beside.... we are talking about taking pictures of clouds what... so why have other things in it. But if you seriously want to include an object in the foreground then take the shot with Filler-Flash
There is of cos an easier way..... Go into the camera's Auto Focus Settings. Set to Auto Exposure (AE). This will assist you in setting the right exposure and also the Focus of the shot. Once you set (AE) all you have to do is point to the brightest part of the sky in the frame of your shot and press the shutter halve way to lock focus. Then recompose the shot and press the shutter release fully to take the picture.
These technics are only applicable if the light in the frame is overexposing your shot. So have fun and experiment... tc