I used the same technique to create this thing as "Ball in Vine" except I started with an oval larger than the ball. This gave me more freedom to vary the shape of the captive layer.

The ZBrush experience just keeps getting better as I continue to learn the many tools and techniques possible with this program. The fluidity of manipulating the shape is wonderful!

Update 2/9/14: I separated the design into two files (ball, outer) for those that want to use dual extrusion.

I used ReplicatorG to prepare the file, a MakerBot Replicator2 with the Replicator 2 slicing defaults and the following settings with white MakerBot PLA to do the printing:

Infill = 10%
Layer Height = 0.200
Shells = 1
Feedrate = 40
Travel Feed = 55
Temperature = 220

I used a raft with full support. Be patient removing the support structure as the clearance between the sphere and captive layer is close.