There was an option to render volume in blender 2.71. I was used to doing that like in this tutorial: http://www.blenderguru.com/tutorials/make-atmospheric-lighting-blender/#.VKkh0CuG_h4
But now, in Blender 2.72, it is not possible to use homogeneous volume, because, the check button is just not there anymore!
I also tried to open project made in 2.72 in 2.71, and the option was there, but not in 2.72. Im really confused of that. Why is it removed?