Post a small example of your material or environment map image below (100 x 100 pixel image) and provide a link to the uploaded file
Choose the image for your e-map and load it into an image editor like Photoshop. Crop it square. In PS there is a distortion filter called "spherize", other programs will have something similar. Spherize the image (in PS at 100%). Optionally, use the ellipse selection tool with Shift and select corner to corner to create a circle corresponding with the sphere; invert the selection and delete the corners outside the sphere image. Use Save for Web and save the image at 256 x 256 pixels, in PNG or JPG format. Place it in your e-map folder (your path may be different):
C:\Program Files\Rhinoceros 4.0(or 3.0 or 4.0 beta)\English\Environment Maps

http://en.wiki.mcneel.com/content/upload/files/Emaps.zip
Studio (Mirrored ball format)
Here are a few I use:
http://en.wiki.mcneel.com/content/upload/files/maps_mg.zip