Nice pointer, Daywalker, thanks.
CubeMapGen is still supported by a new project, and there is a later version (1.6) here: http://code.google.com/p/cubemapgen/downloads/list
The author has a blog here to help with the new features: http://seblagarde.wordpress.com/2012/06/10/amd-cubemapgen-for-physically-based-rendering/
You might also like DDSView by Nicolas Weber to see your Cubemaps quickly: http://www.amnoid.de/ddsview/