If you're making your own skybox (usually the colorful nebula like things, but could be anything really), you can use your own mesh set up to display the skybox as you please. The actual stars are indeed in the background, the only way to change that is to change the texture file that creates it, but you will do this for all skyboxes (you could probably just make it all black and put the stars in the skybox if you wanted it to be different).
