Tip #84 - Another Myst fan...
I want to create art with
a mist over some of the scenes 
First off, you're going to need something to go by. Grab one of those stock photo indexes you've got and look for samples of foggy scenes. This is to give you some visual reinforcement so that as you create the effect, you can have something to compare it to for realism.
__ Next look around on your photo CDs or the clip art collections that came with any of the programs you've gotten in the past two years. Look for interesting cloud formations. I would look for shots with flat, layered clouds. Fog seems to want to lay flat in the lower areas of a scene.
__ Now add a layer to your scene. Fill the layer with white, and move the opacity slider down to a 15 to 25% setting.
__ Some areas you may want to remove at this point. So, use an eraser with the largest air brush setting, and some edge feathering. Start with things in the foreground.
__ You may be able to fake the whole thing by using the Clouds filter.
Go to Filters > Render > Clouds.
__ See what the results are. Try re-filtering over again to further disturb the fog.
__ While approaching the final vision, you'll also probably want to utilize a large brush size in the Air Brush tool and fill in where the fog wants to be the most dense. You may even want masks at this point, say if you're seeing fog wrap around a building. Obviously the further away from the viewer, the thicker the fog. Do a wide selection on the area off the edge of the building to keep your air brush strokes from getting over into the building. By the way... set that air brush to a light setting, and always use a few layer.
Experimentation is your best friend here, so keep building up those layers.