Last week I did a before and after of the following image, and Stacy from VISUAL VENTURING wanted to know how I replaced the sky in the image. 
I thought if she wanted to know then perhaps others did too, so using my new Camstasia Studio software I did a video of it for her and others. So Stacy, I hope this helps you to work out what I did. Of course if anyone has any questions, please ask, and if I can answer them I will.
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Wow, Leanne, thank you so very much for putting together a video based on my request! I experimented with a few photos of my own, and while it took me a few tries as I ultimately had to convert my images into smart images — don’t know why, but I saw yours were — I got it to work! Such a dramatic effect from a very simple process. And you have now taught me to go out and shoot some skies, so thanks for that as well. I would love to include the link back to the video in the upcoming ABFriday, if that’s all right with you? You won’t have to write anything as you’ve already written it. Let me know your thoughts. Again, many thanks!!
You’re welcome Stacy, it is fairly easy to do, though the image shouldn’t have to be a smart object for it to work. It shouldn’t make a different. Oh yes, skies, I haven’t been doing it enough lately, and keep putting the same skies in images, people will notice soon. That is fine, no problems, as long as I don’t have to hear myself speak, I don’t mind.