To get this effect i used an HDR image which was taken on my canon 600d and then and then taken into maya to be used to light my object. I also had to do a camera track to make the object seem like its in the video, this has to be done only if the camera ever moves. If it was on a tripod and didn't move i wouldn't of camera tracked the shot. There are a few settings inside maya what have to be turnt on and they are Final Gather and Global Illumination with out these turnt on HDR lighting wouldn't work.
Here are some screenshots of how to quickly setup HDR lighting inside maya.
Inside Mental ray you go to indirect lighting and click image based lighting.
Also make sure you have final gather and global illumination on as well
This is how it should look inside your scene you HDR image around a sphere.


