Both of these two objects are really useful. It is your choice which one to use for your renderings. Create a teapot on the environment-object (in the room) and create a simple skylight. Remember that the illumination direction of the skylight can't be changed, i will ALWAYS come from the top (image 5).
image 5
For now you can leave the standard multiplier value=1. To be able to render correctly with a skylight you must enable final gather in Mental Ray (without final gather the skylight will not work).
image 6
For the first test rendering put a low number like 40 in the Final Gather Samples slot (in Max 9 you must use the Rays per FG point slot). Make now a test rendering. You should have the same result like in the image below.
Tip for test render: a smaller render size will allow you to have a shorter render time.
