How to make changes to the skybox
From Legacy Roblox Wiki
Introduction
This tutorial will show you how to make a custom Skybox.
Steps
1) Create a picture (make sure it doesn't violate the TOS!) with a program such as MSPAINT.
2) Save it to your desktop.
3) Upload it to Roblox as a Decal.
4) Be patient.
5) Go into Build Solo mode (not edit mode).
6) Highlight Lighting, then click Insert -> Object -> Sky.
7) On the "Bricks" pulldown menu, click "My Decals".
8) Select your decal.
9) Copy and paste the link onto all the SkyBox URLs in the Properties window of Sky
10) Your image will appear.