I wanted to keep the flow going, and not stop and read how to do it. I ended up using a preset ZBrush Sphere! Sometimes we can make things so complicated. I had what I wanted about 15 minutes later - just the mesh. This is where things got more interesting. . .
Painting the Moon surface was pretty straight forward. I clicked on a few buttons, got prompted with some helpful tips from ZBrush and finally activated the painting tool. Somewhere between painting and exporting, I managed to assign and re-assign UVs! I didn't want to repaint the mesh on the new UVs. I figured I would mess with it in Lightwave.
I was having trouble matching my new texture to the Moon UVs. It was off - way off! I remembered that I had to flip it, but I flipped it all over the place. In Photoshop, I flipped it vertically, horizontally, rotated 90 cw, 180 cw - I had at least 4 or 5 versions saved! I think I made/initiated UVs twice. I couldn't figure it out. I ended up not using the UVs and I did a simple "old school" spherical projection in Lightwave. I added a reference null so I could rotate the texture and position it in real-time. It worked - finally!
So I placed it in the scene. The textureeeeeeeeeeeeeeeeeeeeee was too pixelated. I should have exported the texture as a 2048 x 2048 map. Next, I will show some of the problems I had with the image in Photoshop and how I fixed it. (oops, time to go to sleep) Goodnight.