Help with new camera

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
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look up the exposure triangle. You will need to balance your iso, aperture, and shutter speed. I have a nikon d700, 300, and 7000 they all have the meter on the bottom of the viewfinder, get that to the middle, your exposure should be close, then adjust for what you are going for. there are charts you should memorize to get the right exposure, that is what film photographers had to do.