Or a step by step to make it a bit clearer: (Image referse to the image on the workspace, image layer refers to the layer in the layers palette.) Revised from the link two postings up.
1. Start with bald sky scenic image, right click the layer and Promote Background Layer and label it Scenic 1
2. Duplicate. and label it Scenic 2 (fFrom bottom up you have Scenic 1, Scenic 2 in layers palette)
3. Load a sky image with similar lighting to the Scenic and place it on top of Scenic 2 layer as a new layer.
(Right click copy sky image, then on the scenic image right click and Paste as New Layer
Have the two images side by side and click on the Sky image , then drag the Sky layer thumbnail on top of the Scenic image. (This does a copy and paste in two steps which I find much faster)
Label it Sky.
4.Select Sky Layer and Make a new mask layer. Layers --> New Mask Layer --> From Image and choose the other non sky image image and under Create Mask From - tick Source Luminance Click OK
(there are other ways of getting the mask layer - Right Click the Sky layer and New Mask Layer ... etc as above).
5. From bottom you now have Scenic 1, Scenic 2, Sky, Mask- Sky, Group- Sky
6. Choose the Group - Sky layer and change the Blende mode to Darken, or Multiply.
That's it. You can even see the sky between leaves etc. This saves a lot of time and is far better than using selection tools, or background eraser, editing/ painting masks although you may need to do some of that if parts of the sky are not totally bald.