How to get my Nikon D3000 to stop auto brightening my photos?

I want a sunrise picture, I took one this morning and it automatically brightened the colors. How do I stop it from doing that?

Learn to expose properly. Meaning learn metering techniques and how to apply them to various situations.
Edit = Here's a book I've seen recommended a number of times included by some people I trust. Exposure is part of photo's ABCs and needs to be understood.

You are going to have to take the camera out of Auto Mode and use the cameras light meter in the manual mode.
Take a test shot and if it is still to overexposed, close the aperture a third of a stop or so.
You are in control now.

One option is to use exposure compensation to fine tune the camera's meter readings.
http://www.suite101.com/content/how-to-use-exposure-compensation-a142730
But for sunrises I would go full manual

You have to stop using full auto mode. Either decrease the exposure by 1 or 2 stops (I'm guessing your camera uses 1/3rd increments) or use manual mode and experiment with different shutter speed - aperture combinations.
get a book on general photography and read the section on exposure.

Stop shooting in Auto and start looking into shooting in manual.