Have a look at the standard skies in <moddir>/gfx/env (i.e. cstrike/gfx/env) with Wally or GCFScape. They all end in .tga. Emulate their format exactly and put your new skies in the appropriate directory. Note the two-letter suffixes on the sky image names, dn, up, rt, etc, these denote which area of the sky the image is (such as 'down', 'up', 'right' etc.)