I use sketchup for models and such, however, I have tried that tutorial, and had the same issue. I figured it out, but believe me, its not worth it. It must be dynamic, so it looks like crud under lighting, and the textures can sometime distort.
Maybe try to import and texture in another program. The official community guide has some more tips and talks about some texturing program.
This is the best I can do for now. Its unfortunate that when people ask N00B questions like
"how change sky look. NEED HELP NOW!", people jump on it, but when people ask valid questions, no one answers at all.
Good luck.