ok. Move the mountain2 folder out of the rolfy folder and place it in the skybank folder.
You will need to name this folder to Smountain2 for this to work. Then the textures also need to be named Smountain2_ what ever the rest is named. As in this example from Srstrm folder.
Also try running test game again after you add it to the level and save the map. Sometimes Game Guru needs to reload the map file to see the clouds move.
EDIT:
You will need to check this out as your sky being used is pretty dark. Let me know how this works out for you.
You will also need to open the x file in notepad.exe and change the textures names in the file. Save and test.
The x file should now look like this in Assimp viewer.
Yours looked like this when I received it.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit, Screen resolution 1680 x 1050.