Cameras record light is the simple answer

Basically the shutter speed would have been reasonably long but because you used a flash which lit up the rider for say 1/4000 of a second, he has been 'frozen' but then he's moved and the flash is no longer lighting, so the only light left is from the sky so that shows up as well. only way around it would be to use a faster shutter speed because that should not affect the flash lighting but will affect the ambient light (you would end up with a non see through rider, but may not see the patched of sky...)

You don't really have any options other than to use flash, have a look in the manual to see if you can adjust the power of the flash?

The only other thing you can do is to take pictures against a dark background with flash, because then you shouldn't get a see through rider plus the exposure should be better because the camera is trying to expose for dark ground (which will be a similar brightness to the rider) instead of a bright sky. Thats what I often do, standing on a lip/in a tree/up a ladder.

strangly i kinda like it 

Pah, mine is actually a ghost *Edit - Due to protest, lookin' like a crack head, and Dan just generally being a bitch, i've changed it for another photo

www.photographyone.co.uk/DJSpinthatsht.JPG