This was the method where I did the following.
1. Set metering mode to spot
2. Set the camera to aperture priority
3. Change the focal point to the sky, take a photo
4. Then change focal point to the water/foreground, take a photo
5. Then let photoshop help you merge the rest.
Someone had suggested I use the centre metering mode. I found that this gave me more or less the same settings for the foreground and background, which of course didn't work very well.