I used another 3D app to save .hdr files for Bryce IBL, using Bryce made images. It worked great. You just have to save the image as a square(i.e. 1000x1000), load it into other 3D app and save as .hdr. I did use spherical order in other app but it still was flat, fyi. Then use it as you want in Bryce. You may have to tweak it for a true HDR image in something like HDRShop,  but  if you already have another 3D app, check it to see if it has .hdr file saving and try.

 I am watching this lighting thread for info. Good stuff so far...