One cheat that works: you might want to paint something or find a picture from Nasa and such, and texture-map it on top of a billboard polygon.

Globular clusters are also nicely done this way.

I have a few tutorials all over the Dogwaffle site, some of it can easily be done with the free version.
http://www.thebest3d.com/dogwaffle/tuts - look around.

I'm sure there are other ways, in Bryce-only, but this is the first thing that came to mind: work with pictures, either to map onto billboards, or to use in a brush to paint even more nebulae with.

-Philip

PS: here's an example to making astronomy backgrounds:

http://www.thebest3d.com/dogwaffle/tuts/backgrounds/index.html

PPS:  and some more examples:

http://www.thebest3d.com/dogwaffle/art/spaceart/index.html