Hello I do mine in post.

 

Method : Do a few renders and hide the forground elements in one render. Do one with just the forground elements - then 'paint' the atmopshere in between the layers.

 

I use these brushes http://www.daz3d.com/i/shop/itemdetails/-/?item=8384&_m=a

Doing the different renders with alpha ticked  is also good cause you can zap up the forground elements with 'levels' adjustment.

 

The other thing to try in carrara is dropping a cloud in your scene and using it to fog some of the more distant elements. Won't do a light cone effect I don't think though

 

You could also use planes with tansmaps of dust on them, but this one won't give you a light cone. I guess you could drop a plane in with the light cone painted on it? 

 

this tool will do it for you http://www.daz3d.com/i/shop/itemdetails/?item=4729

You might have to change the texture maps though

 

 

plenty of examples of the first method on my blog eg here

 

http://andrewfinnie.blogspot.com/2011/09/pushing-boundaries.html

 

sorry posted same time as previous poster