Wow, busting on him, and your wrong.. Atleast the way I do it.
In the center of the map (on the x's) choose the entity tool, now change the entity to "sky camera". Click enter. Now, copy it, and hit Paste Special. Then, go to transform. When the box pops up, hit scale, and type this in ".0625" Click ok. Now delete the sky camera, and drag the blue box over to the outside of your map. Create a brush around it, and then click on texture. Now just go into texture options and type "tools" scrool down till you see skybox. Apply the texture. Make sure you have added a Light_env to your map and your skybox.
Thank you NookieWare, for your patience, and most of all your insight. It's a breath of fresh air, to see some useful advice that doesnt rip a newbie a new one for asking a simple question. My guess is, that these people that are rude, have had rough starts themselves as newbies, and are now bitter and feel some sense of power now that they are comfortable with the tools. This is an open message to all veterans who think they own the forums; "You Don't Own The Forums" and you are just a loud mouthed jerk, and your comments are not welcome by anyone.