By 'thanking him,' I meant a public acknowledgement of using his sky.jpg in your scene. If you peruse the galleries here, you'll find people tend to make mention of any items they use in their scene, which they did not create. This is valuable for two reasons:

1. It's a nice and polite "thanks" to the originating artist and;
2. It allows others to learn about the location for new materials, objects and scene elements.

Furthermore, by acknowledging others, one does not create the false impression a scene was created from scratch.