There is a tutorial in the Processing section entitled "Removing a Background in PSE" which would do the job for the sky. Click on the link below to go to the Tutorials and tips and look down the list.
Use this link to come in and have a look round: http://www.uglyhedgehog.com/s-116-1.html Use this link to go straight to the Tutorials and Tips index page: http://www.uglyhedgehog.com/t-156310-1.html To subscribe to the Post-Processing Digital Images section, click on this link http://www.uglyhedgehog.com/ Click on "All Sections" and scroll to the second-to-last item: Post-Processing Digital Images and click to subscribe in the appropriate box.