You see where you have these bitmaps being loaded:
load bitmap "worldsky_mapskye_1.bmp",1 etc etc
Well use:
load
IMAGE "worldsky_mapskye_1.bmp",1
,1Cube mapping uses images, not bitmaps - images can be pasted, used as sprites, textured, and used in effects, bitmaps are really just for drawing onto, or cutting images out of.
BUT...
That's not a great method for making skyboxes, you should go grab a demo with a skybox object included - like the model itself has all the faces textured, it's just a case of loading the thing in and positioning it with the camera. There's also skyspheres, which have their own benefits that I won't scare you with right now.