Hey dude!
I am using sky boxes too so listen up!
First you need to choose the box u want to use. Just use the Darkmatter Browser to find one you like.
Then place all the files associated with the sky box (Like the textures,models etc) in your project file.
Now you just put this part of code in your program:
Load object "Sky Box's name here.x",1
Position object 1,X1,Y1,Z1
Scale object 1,X2,Y2,Z2
There. Simple. Oh by the way replace X1,Y1,Z1 With the right positioning co-ordinates and replace X2,Y2,Z2 with the right sizes.
I am currently working on : A Medievil style game
By the way I'm 13 years old!!