Sorry, I don't use Vray so I can't really help you with render settings, but let me ask you a few questions.
1. Are you rendering an outdoor or indoor scene?
2. Are you using a Daylight System for your sun and sky? If so, have you set the parameters correctly for Vray?
3. Have you adjusted your Gamma and LUT settings?
4. Have you adjusted your Environment exposure control settings?
Here's a tutorial that might be helpful: http://vray.info/tutorials/vraydaylight/