You can find lots of planet maps out there on the net, try "celestial motherload" for a start.
Add a new planet object, move it to its desired location.
Copy its "center" coordinates. (look for the small clipboard icon next to the coordinates on the right)
Assign an image map shader to your new planet, (you'll be asked for your image at this point), paste the coordinates into its "position", set the projection type to spherical.
Thats it, simplez
Richard