Attached Link: http://www.renderosity.com/viewed.ez?galleryid=326693&Start=37&Sectionid=1&WhatsNew=Yes

I just used this process for my latest posting. I had the same results as you in past work until I figured out that I skipped a setting. I forgot to check the "material on" option in the "atmosphere" setup. I realized I had to set everything exactly as it is in each tutorial picture. Viola! it worked, so I experimented until I got the effect I wanted. Check all your steps carefully.