Simply put, consider the sky as a hemisphere (not a plane). Put a globe around your light source (the star). Now, phong the sky.
Move the globe (this should be a "union" with your light source) closer to the sky hemisphere to decrease the apparent atmospheric diffusion -- move it further to increase.
This technique isn't limited to stars...it will also produce all sorts of interesting lighting effects (such as the HUFOS frontspiece).