create a cube out of 6 "models"
each of those models gets transformed via shader to build a sphere (just normalize each vector to 1)
each of those models is made out of a quad tree which subdivides the surface of the model into more polygons if necessary (just a distance check for camera will do it in most of the cases)
i've made a quick test with a plane mdl which is in the range of [-1,0.5,-1] to [1, 0.5, 1]
you need to set the scale and position for each entity representing a part of quadatree manual, but it works pretty good if work with XNA tutorials as a template