- Add a layer above your picture and fill it with 50% gray
- Choose a Blend Mode of Color Burn. (To get to Blend Mode right click on your 50% gray layer and choose Blending Options. Blend Mode is one of the top pull down menus.
- So that the rest of your picture isn't darkened too much, make an Adjustment Layer (the "square with a circle in it" icon at the bottom of your Layers Palette) and using a soft black brush, fill in the areas of your photograph that aren't the sky.
- Adjust the opacity of the 50% Gray Layer as necessary.
Here are a couple screen prints of the process, followed by a before and after shot of a enhanced sky on a photo.