Hi Peter
Photographing a subject against the sky is never easy. Part of the problem is that the sky is always going to be brighter than the foreground, and unless you use graduated filters or start adding light to the foreground you will never get the two balanced. In this photograph you have managed to maintain detail in both the sky and the darker regions of the photograph. What has occurred in doing this though, is that most of the foreground has been compressed into the dark half of the tonal scale while the sky is simply a bright boring distraction.
What I am going to suggest is to forget the sky for a moment and just concentrate on the foreground. Use the Curves control to brighten up the foreground; all you need to do is open the Curves control and slide the highlight marker (the small tab on the bottom right of the Curves graph) towards the left. About now the sky will have been blasted out to white but that this is ok… what we are going to do now is add a new sky.
To do this, start by going to the Layers Panel and double-clicking on the Background layer, then clicking OK; this has now created Layer 0 and unlike a Background layer, you can add layers beneath this layer.
Now, look through your other photographs and see if you have a shot of a dark grey sky that you can add to this photograph. Drag the sky image onto this photograph and then in the Layers Panel, drag the sky layer down beneath the sheep layer.
Now here comes the tricky part; double-click on the sheep layer and you will open up a panel called Layer Style. Down the bottom of this panel are two sliders; on the one marked “This Layer” grab the white arrow on the right and pull it the slightest amount to the left (shifting from 255 to 254 should do it).
All of a sudden the new sky will pop through behind the sheep. Its that easy!
BTW, I love the way you have the sheep centred in the middle of the frame. Some people are paranoid about having a subject in the middle of a photograph, but in this instance it has worked well.
Good effort.
Harris Tweed - Image Doctor's edited version