Attached Link: http://www.renderosity.com/mod/gallery/index.php?image_id=419509&member

I forgot to add you can also fake it in Poser with a prop.  Set a square to transparent and throw a transmap on it, depicting clouds or mist.  You can stack up the squares to simulate increasing density.

Here's an old, old pic of mine using the prop technique.  A curved prop for the background and a plane for the floor.  These were both part of a pack by cmdctrlesc but they are easy enough to make in Poser.

I may just do a retake of this pic one day. :)

Coppula eam se non posit acceptera jocularum.

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