A Stars and the Solstice Sun
Composite Credit & Copyright: Jerry Lodriguss (Catching the Light)

Explanation: 

If you could turn off the atmosphere's ability to scatter overwhelming sunlight, today's daytime sky might look something like this ... with the Sun surrounded by the stars of the constellations Taurus and Gemini. Of course, today is the Solstice. Traveling along the ecliptic plane, the Sun is at its northernmost position in planet Earth's sky, marking the astronomical beginning of summer in the north. Accurate for the exact time of today's Solstice, this composite image also shows the Sun at the proper scale (about the angular size of the Full Moon). Open star cluster M35 is to the Sun's left, and the other two bright stars in view are Mu and Eta Geminorum. Digitally superimposed on a nighttime image of the stars, the Sun itself is a composite of a picture taken through a solar filter and a series of images of the solar corona recorded during the solar eclipse of February 26, 1998 by Andreas Gada. 

SOURCE: NASA APOD 2007 June 21

http://video.google.com/videoplay?docid=1754803469580790620

Seeing as the Earth and Moon are relatively the same distance from the Sun... the effect should be the same on both... so if there is no atmosphere on the Moon, the sky SHOULD look like the above image

Story Musgrave:
The view of the heavens: the stars are brighter and you see the entire celestial sphere. On an EVA, your helmet is fairly panoramic. But if you don't think about having these experiences they won't happen to you. At the last astronaut reunion, someone said, "Story, you know something I really regret? I had three space flights and never saw the stars." On a night pass over Earth, we dark-adapted our eyes ahead of time, and the second the sun went down we turned all the lights off. At 370 miles out [the farthest-out shuttle flight to date], we saw the whole United States. Las Vegas is the brightest place on Earth.

SOURCE: http://www.spacestory.com/omni_part_1.htm