"See if you can add little noise to the gradient, or have a look also in the render options in the  3D program, a bit of difusion in the sky could work wonders."

Yes, this is a common problem with large areas and a fine gradient - you often get banding of colors since it's changing only teeny amounts of shade or hue/value spread over a failry large area.

Along with adding some grain, then do a slight Gaussian Blur (just a pixel or two) and it will look like a better blend.

Hope this helps-
-Lew ;-)