You’ve got layers of stuff shown in the second picture first we start out with the terrain then we move on to the fog, haze, and or mist witch determines your viewing distance as well some of the color in your atmosphere this would be what you breath then next we have the first and second cloud plain two are used in this demonstration to give the clouds some depth next we move on to the shield and glow witch are the last two layers given your needs you may want more or less layers as well all these layers can overlap and envelope each other for instance the fog/haze layer can go from the ground layer up to the second to last layer to give more color to your atmosphere you can have the cloud layer higher or lower then the shield it all depends on how you want it to look unless your seeing it from space it really doesn’t matter though
If you should need further help on this eather cause it was to technical or you just need further explanation sadly there isn’t much but what is there happens to be only slightly helpful msdn is kind of sketchy of what it has and not many people on the internet seem to know though for the simple stuff there is a wealth of knowledge Here are a few sites you can visit they will give you a better understanding of what you have been presented with For the sky sphere you can take a look at http://msdn.microsoft.com/en-us/library/bb464016.aspx as well there is a sample for you to download if you really want to see what is going on and try to reverse engineer it’s functions into a program of your own design for the bell I have a tutorial for those of you who want to make your own and also to get into 3d modeling for your immediate needs check out http://www.youtube.com/watch?v=Dq_myIjb1_c there are a few good skybox textures on this site