Nickydude is right this information is in your user manual that comes with FPSC and everybody here encourages you to use the manual but since it does look like your fairly a fresh new members ill be nice and let you know where to go to change your sky.
Obviously you got to have your FPSC open
now click on file
and click on build (this does not automaticly start the build process unless you tell it to on the final tab)
click on the tab level settings
2nd line down where it says level script click the edit button there
now right beloew level setting you will see sky press it now on the left you will see a grey box with 3 buttons click it and now you get to fumble through your directory and pick your sky
Good luck
If you think education cost so much you should see how expensive ignorance can cost you