If ENVI doesn't support an Oblique Cylindrical projection type, then you're probably best off contacting ITT tech support. That sounds like a really complicated case that is specific to your location (the moon, it sounds like). And the fact that you are using a pretty old version of ENVI probably complicates the situation even more. I know that in ENVI 4.7 the projection stuff changed a lot, because ENVI started using the ESRI projection engine. I would be surprised if anyone on this forum would have much experience setting up a custom projection like that in ENVI 4.4 and 4.7. But tech support should be able to give you the full, official word about what can be done and how.

Thank you very much for replying.., Mr. whammer... Yeah my interest is on workin with moon data only.., even iam thinking of the same to contact the support staff.. This projection system which i have specified is specifically designed by the APL/JHU team who are the Principal Investigators of the LRO mission... And theres no related info available anywhere about that system... Please post any content if you come across any info related to the same...