A normal dome light - as in the stuff we use to fake GI - but it doesn't create the lights until you hit render - then cleans up afterwards - so it's a bit neater. Besides that - I've added in some pretend HDRI stuff - as in the stuff outlined by Paul Debevek and seen in the short Fiat Lux at Siggraph. It takes multiple exposure images and reconstructs a greater dynamic range from them to control the lights.
News from MaxUnderground: If you've experienced problems running Christopher Subagio's HDRdomeLight script after applying Max's 4.2 patch then check the version of your core.dll file (in your root Max directory - click with the right mouse button over the file - select properties -> version) - which should end with a .86. If this is not the case then download the latest patch (again) from Discreet's website and apply it to your Max directory.
To use - just run the script. It creates a new light type: HDRdomeLight. To have it always available - copy this file to the /scripts/startup directory.
Unfortunately due to the nature of scripted plugins - you'll find it in the geometry category - NOT the lights category.
The object has light properties at the bottom of the modifier. Creating the object gives you a default dome light. The light will take the ambient texture color of whatever material you apply to the dome - so you can use it to control the lights' relative intensity and color. You can use more than one material by using each successive map in the material - and setting the total number of maps in the domeLight The focus parameter determines the area of the dome that is included in shadows calculations.
The color sampler determines how accurately it takes the color for each light from the material. 150-200 should be plenty accurate for most cases. By default the dome is actualy a Geosphere. You'll need to add a slice modifier - and set it to remove bottom to get the dome. I suggest moving the slice plane down a bit - to get light coming from underneath your scene simulating bounce light. The slice must be set to work on tris - and you will also need a ToMesh modifier on top of the stack.