You can also setup your scene using IBL in Mental Ray and just use and HDRI image in your sphere and use FG. This works really well.
See my sample image that I did in 5 minutes in the thread in the Mental Ray section titled HDRI in Maya 6.0
"Please excuse the crudity of this model, I didn’t have time to build it to scale or to paint it"
:: Dr. Emmett Brown