How to create Sky in 3D games

Hi,

I am going to build a 3d racing game but i failed to make sky. Can anyone tell me that how can i create sky in game

Please tell me some methods or tricks for creating sky.

Also can anyone give me example program which is compile-able so that i can easily understand?

Please help.

Thanks!

I didn't find the right solution from the Internet.

References:
www.gidfofddxgrums.com/t-24049.html
Digital Campaign examples