Hi Gothra,
As of version 1.6, you should be able to enable the Sun in your render regardless which type of environmental lighting your scene uses. So, I'd check the date/time/location of your scene - if you use Physical Sky for lighting it's easy to see when those are wrong because it will render pitch black, but if you're lighting things with Sky Dome or an .mxi, you could be rendering at midnight and still light the scene fine by the ambient light from the environment.
Screen Mapping - by default, environments use a spherical projection, where the observer is placed inside of a huge sphere which has the MXI/HDR painted on its inside. In the case of the background, this may not be what you have in mind - Screen Mapping will cause the map in the Background slot to be mapped flat on the viewport, always perpendicular to the camera. The plugin can't currently show this kind of mapping in the Rhino viewport, but if you open up Studio and switch Screen Mapping on/off, it should become pretty clear - it sounds like this is probably the mode you're looking for. When the background has Screen Mapping enabled, the scale and offset values mean different things than they do for a spherical mapping - rather than being percentage of rotation (makes sense for spherical space), they mean percentage of lateral shift/scale - basically the same as tile/offset for regular textures.
For what you want to do, try this:
1. delete the 'Path' for one of your Image Based channels - 'Link Channels' is enabled, so this should remove the .mxi for all four channels
2 set Scene Rotation to zero
3. switch back to Physical Sky and check the scene time/date/location - if you have a rendered viewport, try toggling on the sun in the Rhino viewport (it's in the toolbar in Location Settings) - you can easily see where the Sun is located
4. back in Environment settings again, turn off 'Link Channels', load your .mxi into the Background channel, and enable Screen Mapping
5. switch 'Disabled Channel Lighting' to Physical Sky
This will cause your .mxi to appear as a background image, mapped flat on the viewport while the ambient lighting will be that of the Physical Sky, so it will be appropriate for how you've set up the time/date/location of the scene. You may want to use your map for the other channels as well, it depends on the look you are trying to acheive.
Hope it helps,
JD
p.s. that is one huge Scene Manager you've got there.

In the Plugin Options page, you can hide the tab-text so you can keep the window narrower without having to scroll side-to-side to get to the different tabs. I'm also not sure if you are using that font on purpose, or if it's just defaulted to that, but just so you know, you can change it - this is also in the Plugin Options tab.