Custom Skybox not loading or saving.,Skybox won't save when I drag and drop custom material.

I've tried making my own 6-sided materials as well as download skyboxes from the asset store. Everywhere I look it says it's as easy as clicking "Window-Lighting-Scene-Skybox" and dragging and dropping the material. Not only does it not ever show my skybox in the game, but if I click out of that menu, and reenter it, the skybox is set back to default material. An advice?,I've tried making my own 6-sided skyboxes as well as download them from the store, and everywhere I look, they say it's as easy as clicking "Window-Lighting-Scene-Skybox" and drag and drop the custom skybox material. No matter what I do, it doesn't show up as my new skybox, and when I click out of the menu, if I go back, it's set to default skybox again. Any advice?