I couldn't get it properly working in WED applied on a cube (just tiled wrong) but it works fine in-game. MrGuest's code should work, I always initiate such things through code myself, and I got it working (A7 Pro). Well, I think it needs the SHOW flag too . SKY | CUBE | SHOW.

I think I'll paste a video later here if I got a little game up and running.

Here is a picture from some astronomy site converted to cubemap within a minute, so not realistic as space doesn't wrap around there in real life . Works great, just a bit pasting on the edge to make it seamless.

LARGE FILE! 18MB
http://www.joozey.nl/3dgs/contribs/skycubes/spacescene3+6.bmp

Original:
http://blog.deepskycolors.com/archivo/2010/09/17/andromeda-M31-versus-Triangulum-M33.html