The new HDRI code has been in CVS for a very long time, so it should be in the version you have. You might try phoenix's copy of the current CVS binary (a link is in his sig).
It only gets applied when you're far enough away from an object. And it has bugs. (e.g. it doesn't fade gracefully into the standard view.)
Here's what it looks like when you're the right distance from the sun. (shift-2 scaled discs)
Here's the same view without hdri enabled ( scaled discs)
Here's the same view with just fuzzy points
Here's a URL to take you to this viewpoint.
Blazing Sun
You still must toggle HDRI (shift-2) and star-style (ctrl-s). URLs do not (yet) include those settings, although they are recorded when Celestia exits. This can be a confusion factor, since HDRI doesn't announce itself. You can't tell if it's on or off unless you recognize its effects, which are only visible at certain distances.