You can UVmap a cube and add a Glossy Material to it. Set the Roughness parameter to 0.0
Add a Sub-Surface Modifier to the cube and set it to about 4 iterations, this helps for baking the Glossy Shader properly.
Add a texture node to the material so the sky can be baked to the UV Coordinates.
Now invert the faces for the cube so they face inwards. This should work as a SkyBox.
If you want the sky to be available in a GLSL shader as a reflection map then you may want to pay closer attention to how the UV's are laid out since a game engine may have specific layout requirements for skybox/enviroment/cubeMaps.
Here's some reference on how to code a cubemap using a runtime technique that was published by nVidia, it uses nVidia CG which is a shader language that is compatible with both OpenGL and DirectX.
And the source code to go along with the CgTutorial