I was using an A200 kit lense with a UV flter. A lot of you have mentioned that it is most likely cause by using the UV filter. Thanks for the suggestions, I will invest in a sky filter and try taking the shots again, I will try with and without the sky filter.
adam-lucas, replacing one filter with another will not necessarily solve this problem, unless the new filter is a pretty high-quality one. For most shots like this -- that is, at night -- I think the best solution is to simply remove the filter and then put it back on when you're done.
See the images below. I took these with my 50mm f/1.4 lens. All settings were exactly the same in both, except in the one of the right, I removed the UV protector from the lens.
Additionally, on a digital camera, a sky (UV Haze) filter will not provide you with a noticeably different effect than a plain old UV protector. This is because UV light does not affect digital camera sensors in the same way that it affects film. On the other hand, if by a "sky" filter, you mean a polarizing filter, a polarizing filter is very useful to have with a digital camera, but it will probably not eliminate the problem we're talking about in this thread, since light will still reflect off the inside of the filter (unless you get a really really high quality one).
Bottom line: for the occasional night shoot, simply remove your filter and then put it back on when you're done. There's usually not much that can happen to your lens while it's on a tripod in a quiet park...