Use a spotlight with volume fog. When you go to the light effects section of the attribute editor for the spotlight and click on light fog, use cloud as a texture for the light fog. Finally in order to see the fog you will need to select your light, click on the Show Manipulator Tool in the toolbox, click on the little blue circle till you get to the distance cones for the light, and then drag them beyond your object. You will still have to play with lgiht intensity and such like with a normal light, but to start try checking the Fast Dropoff box in the light fog attributes.


Hope that wasn't too confusing, I just got home

Darkon