I've already searched this, here, in this forum, but no discussion was talking about my problem.
My problem is that my skybox, its completly well-done, it fits every piece, but it looks irreal, like being on a cube. This image explains more:
Can you see it?
The skybox
Every VMT file is correct, and VTF values like Clamp T and Clamp S are checked. The size of each vtf is 1024x1024 instead of 512x512, if that can helps.