Delete all brushmodels and scriptmodels from the map and make sure you created skybox.
Randall is right, i think its only because you have not already created a sky ( or maybe 1 wall is missing, it must be a box )
Well well well, why there must be a skybox around the map? why it must be a box?, I have created a lot of maps without roofs and walls, and everything works fine, there's no need to create a skybox or a box made up from walls, everything should work without it.