the best way is to use IBL node in the Render Globals of Mental Ray (if that's what you are using)...
if you just wan't the skybox... (
) then set it's material incadescence to the same texture as your color... or render it as a separate pass and do the magic in compositing
another note if you wish to use Final Gathering with HDR and IBL node... I see lots of people make mistake by leaving Filter in Final gather options to default value... start with 3 and then decide if you want to go less or more from that
Dominik Susmel | art director
www.vongestern.com | art company - Zagreb, Croatia