Help with new camera

Hello
I have have just gone over to DSLR(Nikon D40X) and want now to get away from the auto mode.I tried yesterday without success to take a image in manual setting of a local Forge.Having tried all sorts of aperature/shutter speeds I just could not get a good picture,there is a scale which goes between good and bad exposure depending on what aperature or shutter speed combination you choose,non gave me a overall good image I.E a washed out sky instead of a sky with good texture.I evenually switched back to auto mode and got the image I wanted.I 'm not sure whether I am making myself clear.What I would like is some ball park examples of what combination of aperature/shutter speed for an image of a building(full frame) about 1/3 sky in clear bright light,I did notice the ISO was set at 400 would this have been a factor.Or point me in the direction of a decent book suitable for beginners please.
Problem now sorted 25/11/08
Thanks John

chiddboy