Just the depth cue effect is simple to set up and will render rather quickly. In the Material Room, click on "Create Atmosphere", then select "Depth_Cue" from the menu. From that on, you can make more detailed adjustments on the Atmosphere material. The effect from MungoPark's gallery is volumetric which will take longer to render. Tou get that by picking one of the other items in the "Create Atmosphere" menu.