Check your camera view range, if you're making a sphere with a radius largeer than the camera's maximum view range, it will not appear.
Also here is a neat trick, if you set your camera range to 1 unit less than the radius of the sphere and then use the following code:
do
position object 1,camera position x#,camera position y#-5,camera position x#
sync
loop
You can see the sky above the camera, but it will dissapear when the camera is facing forwards, a very good effect if you turn fogging on and have it a misty grey colour.
The problem that you are getting could caome form the fact that objects by default start at 0,0,0 and your camera is outside the sphere rendering it invisable, this code will also fix that as it positions the sphere above the camera at all times.
Hope this helps,
Mog.
Life is like a hot bath, the longer you're in it, the more wrinkles you get.