With the cones grouped I then chose the sky I wanted to use. Then I would place the "sunrays" way back in the scene behind any other models or landscape etc making sure the center of the group corresponds with the postion in the sky of the sun (see example) You may need to play around in the material lab with the transparency of the mat. It all depends on the sky settings as each one differs in how it affects the appearance of the mat. I'll post up some more examples later when I have more time.
http://joevinton.blogspot.com/