To dispell all the confusion, moving sky/stars/clouds/ whatever is totally possible.
It's in FOTF, the clouds in the video move, and I've done the same effect with stars (and a flock of seaguls I seem to remember)
If you dig into the manual a bit you'll find there are some useful commands.
I know that this is horribly ambiguous, I'm being deliberately vague because this is something that I think people should discover and learn for themselves.
Sorry. Don't be offended, I give alot of ideas, concepts and stuff away, but this is something.....secret?