Not sure if this is exactly what you are looking for (are you doing it in Dark basic?)
What i did for a game i am writing (i have a day/night w/ sun so far)
Make a skysphere, attach a smaller object to it (the sun) attach a light sourse to the sun, and make it rotate.
you can also remove the z depth from the whole thing so it looks infinitley big.
What i was planning to do later is add a few more smaller sky-spheres w transparent textures (they will be the different cloud layers.
If this is what you are looking for
i attached a screenshot of my thing here, looks pretty nice, I like to play around with colors and different lighting techniques, its really cool
[edit]
sorry for the bmp and not be able to view the pic i am still very bad at this uploading pictures to the forum thing
dont hate people who rip you off,cheat and get away with it, learn from them