Sky is usually white in my photos?

I have a Nikon D80 and know all about Aperture, Shutter Speed, ISO, etc. But all my photos that I take end up washing out the sky and making it pure white. Here's an example:
http://www.facebook.com/...=1&theater

How can I change settings to make sure the sky stays blue and I still get a clear shot of the subject without them being super dark? Thanks!

Added (1). Yeah I guess I never thought about using a flash to make the face brighter, then I could tone down the Shutter Speed to make the sky look normal.

Its not a matter of settings. It is a matter of a lack of the camera's ability to capture that much exposure range.

If the sky was blue, then your subject in this shot would be completely black.

You either need to shoot early morning or late day when your subject is in sunlight, or use artificial lighting like a flash or reflector to balance the exposure on the subject with your background.

Your subject is a lot brighter than he has to be. You didn't need that much exposure.
If close subjects are too far out of balance with the background you can use the flash.

Tim's right, but I just want to show you an example. Take a reading on the sky and then pump enough light onto your foreground subject to get a balanced exposure.

Meter the sky and turn the ISO up.

The sky has lots of light from the sun, the person you are shooting does not reflect that much light.

When you adjust your settings to have a well lit model, your sky is generating so much more light that the sensor doesn;t know what to do with it, it stops seeing colors and everything come out white.

That is what we, in the photo biz, call blowing out the highlights.

The solution is to expose for your sky and use some off camera lighting to properly expose your models… Aka: Fill Flash.

Here is a good tutorial on Fill Flash.

I will not repeat the same answers about fill flash as have already been given. They are correct. I will just add that you need to begin learning to use the technique and keep in mind that flash is every bit as important, often times more so, outdoors in the daylight as in a dark environment. Proper use of fill flash is one of the things that separates a snap shooting amateur from a pro.