You would need the Skylight, but it will use the "lightprobe" environment map as the only source of light.
I created this image in just few minutes using the hdri image found here. http://www.hdri-hub.com/hdrishop/freesamples/freehdri/item/113-hdr-111-parking-space-free
The only light in the scene is the Skylight using the hdri image in the Map slot. I didn't use the Preset system. I only entered the Exposure value at 2.0. I used the jpeg bg for this, but if you have access to .hdr then that woul dbe even better. You would need to use the same image as the Environment Map. You may need to adjust the Exposure setting and the Skylight's Multiplier settings to achieve the desired result.
Light: 1 Skylight
Renderer: mental ray
Scene objects: Primitive Spheres and a Plane

This page has a quick run down.
http://www.vizpark.com/hdri-lighting-with-3ds-max-and-mental-ray/
Edited: I forgot to include the sample file I created. See attached Zip. I couldn't attach the hdr image file because of the forum attachment limit, but you can download it separately via link I posted above at hdri-hub.com and re-assign it to Skylight and Envrionment Map.