[3dfernando]

With the environment and material editor windows open, drag the backgroound map from environ. window to any slot of material editor, and name it as an instance of the map. Now you can change the attributes of the background image via material editor. To darken it, just go to the last (output) rollout and change the Output amount/RGB offset sliders (with autokey on) until you are satisfied.

You can use a cylinder/sphere to make environment, but I don't recommend unless your camera rotates a lot, and unless your environment map is "really" appearing...

But the sphere trick has some disadvantages: If your camera rotates 360º, it will appear the "seam" that represents the start of the map... Unless your map is "tileable" =p .
And like buddy said, it doesn't allow skylight to light the scene. And you have to flip the sphere's normals (or apply a 2-sided material), otherwise it won't work.