[ART] Custom made skybox not being found in Textures file, please help!

[LowKeeee]

Hey there guys, so here's my predicament... I created a custom UV layer in Blender (and followed a YouTube tutorial so I'm sure it was done correctly) and exported it as a .png to GIMP 2 and made it into the cross pattern that you need to create the skybox. So, I export the file from GIMP 2 into a .dds file (I downloaded a .dds conversion plug-in off of the GIMP site), and when I go to change the level settings>skybox, my custom .dds skybox doesn't show up. Any suggestions?

P.S. There is an error I get as well when I try to export, it says "DDS: It appears your image may be a volume map,
but not all layers are the same type, thus a volume
map cannot be written (Perhaps some layers have
transparency and others do not?)."

Thanks guys!