Creating a Simple 3D Game with XNA/Creating a Sky Sphere
Creating Your World
A sky sphere is the boundary surrounding your world, projecting an image which appears to go into the horizon. Creating the sphere itself in Blender is easy. Just create a new UVSphere, with 16 segments and rings. Don't worry about the size for now, we can adjust this in XNA.
Next up, using the same process as with the eye previously, mark the seam down the middle of the sphere, and unwrap it.
With this, paint a simple sea texture onto the image.
And map it onto the sphere. Finally, with all the faces selected, push space and select 'Edit'/'Normals'/'Flip'.
What this will do is project the texture inside the sphere instead of outside as with a normal model, allowing you to see the texture if your camera is placed inside it.
Next, export it as before by selecting the object and using the FBX export script.