This depends greatly on the type of camera you're using. Assuming it's a decent point-and-shoot digital camera, try the following.

First, point the camera in the general direction of the sunset, but with the sun not in the frame. Then half-press the shutter release, which should make the camera calculate its auto-focus and shutter settings. Keeping that pressure, move the camera to include the sun in the frame, and complete the pressure to take the photo.

If you just point the camera where the sun is in the frame and take the picture, it will cause the camera to calculate a much higher light level, which would make the picture come out very dark. By setting the light levels without the sun in the frame you will have a relatively over-bright sun, but the rest of the frame will come out better. Note, however, that the area you focus on before moving to the final frame should be at about the same distance from you as what will be in the final frame. Don't point the camera at your feet and then move it to point at a far away mountain-scape or everything will be out of focus in the picture you take.