Skybox creation issue

I just read the following docu:
Well I have no photoshop so I have to use the ATI version

If I notice it right is following:
X Positive = Left (X+)
X Negative = Right (X-)
Y Positive = Front (Y+)
Y Negative = Back (Y-)
Z Positive = Up (Z+)
Z Negative = Down (Z-)
or am I already wrong at this point?

In the cubemap gen from ATI everything looks fine, smooth and stuff.
But if I import it to the unreal engine it rotates the texture to 90° or something:

If I did something wrong, please tell me. :< I’m confused.