Yeah, put a spherical map on a Sky object. Lot's of HDRIs out there, for this. If I remember correctly, Blochi had a milky way HDRI in his sIBL archive: http://www.hdrlabs.com/sibl/archive.html
But you can, of course build your own universe in 3D and render out a Sky Box. For this, set the camera on the Scene origin point and render out a square image with a FOV of 90° in every direction. These images you can arrange to a skybox, and convert it to a spherical map. Lot's of tools out there, to work with HDRIs: http://www.hdrlabs.com/tools/links.html
Some renderers allow you to render out spherical maps directly, without the skybox hassle. This way you just setup the environment, render out the spherical and use it directly in another scene. You will have to use pretty HiRes renderings, if you want them to be used as backgrounds. 8 to 16k at a minimum.