Sorry, since i only have Vue 5i, it would be hard to know how to help you do it in a different version.
I learned HDRI/IBL (but not an expert) by following the tutorial in the Vue manual. Does your manual have a tutorial?

You can look in the 'Backroom' here for tutorials, search the Renderosity 'Tutorials > Offlsite Links list and check my online directory of Vue tutorials at my site. I don't have my own tutorial (yet) on HDRI use. You could also ask on the e-on registered user's forum and at e-on's Cornucopia 3D forum.

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'Art Head Start.com Free chapter, Vue tutorials, models, Web Tutorials Directory.