To get the background exposed evenly with the subject, you would need to underexpose the background by 5 stops (there are 5 exposures here, control this with shutter speed), while at the same time, correctly exposing the subject with the flash (control this with aperture). This can be tricky, particularly in full daylight.
A photo montage from digital would be much easier to do.
i'm not positive, but I think i remember seeing an issue of Transworld Skating with a big thing of double exposures. A good bit of them were taken at night or at least dusk. Night pictures are a bit easier in some ways becuz you don't need to balance the the existing light. However, you will need to be careful when focusing, etc. good luck