For this tutorial I'm using Abobe Photoshop Elements 5.0, but the same technique will work in any image editing program that uses layers, including Corel Paint Shop Pro, Ulead PhotoImpact, GIMP, and of course the full version of Photoshop.
Not all photographs are suitable for this sky-replacement technique. It works best on pictures where the sky is significantly lighter than the foreground, and where the border between the sky and the foreground is sharp and well defined. A photo like this is ideal:
As well as our starting picture, we'll also need some sky to add to it. When choosing your sky donor picture, try to pick one taken using a similar focal length and from a similar angle as your main shot. In other words, if your main photo was taken using a wide-angle lens with the horizon half-way up the frame, try to find a sky photo taken in similar conditions. For this tutorial I'll use the sky from this photo.