Sky and atmosphere with 'Sun" Light

I am following the rope tutorial www.blendercookie.com and i have completed it. When i lighted the scene using a Sun light and switched on the Sky.

Here is the picture of my settings:[ATTACH=CONFIG]127761[/ATTACH]

You can see that in the preview, the white ball of sun is there. But when i render, that sun goes missing:

[ATTACH=CONFIG]127760[/ATTACH]

Where has it gone?

i don’t know why the 2 images dont show up immediately.