How to create Sky in 3D games

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

 

Why cant you use the blue color background as sky?

 

Hello,

In order to render the skysphere, we will create a new rendering class similar to the one used to render the fish, but modified to allow the model to render without an armature structure in place. First, create a new class file by right clicking on your project, selecting 'Add'/'New Item' and selecting 'Class'. Change the class and file name to 'GenericModelRenderer'.

 

There are many 3D objects that can be added to enhance your game. These can be ... Most 3D games that are set outdoors make use of a sky box.