Rosie,  Here are three samples I did for you in about 15 minutes.  Clockwise starting from the top a sphere, a sphere flattened on the Z axis, and a single cylinder.  All matted with a simple rock material ( I did this in Bryce 5 with stock presets).

They are individually lighted with their own parallel light set to ranged and the range value is low enough that the light is limited its moon only.  All three are rendered in the same scene close to each other so you can see the ability to limit lighting on objects when you use ranged settings.  The flattened sphere has three parallel lights spread out a little so to make a bigger crescent.

The problem with these would be your desire to place a figure sitting on the moon.  The lights would effect the imported poser figure also and you may be wanting something different for the figure.  But if you like the realism of these examples you can always render the moon, save the image and then import the image as a 2d plane for you figure to sit on. 

Just some thoughts.  Happy Easter.