Here's a step-by-step tutorial to help you understand rendering in Autodesk VIZ and 3ds Max with Mental Ray.  I used 3ds Max for this particular tutorial.

Download start and end scenes.

Insure your rendering engine is set for mental ray (F10).  Turn on Global Illumination.  Render -- your scene should like this.

To set the brightness level, change Global Energy Multiplier to 1.5.  Global Energy Multiplier is independent of each light's intensive parameters and used to fine-tune indirect illumination.  Render again.  Your scene should look like this:

Now open Indirect Illumination and in Light Properties, set the Average GI Photons per Light to 100000.  Also set in Global Illumination the Maximum Num. Photons per Sample to 1000..  Render again.  It takes just a few seconds longer to achieve this:

Select Maximum Sampling Radius in Global Illumination.  Also, save your Photon Map to a file. You do this by clicking on the ... next to Use File.  Create a file name and save.  Render again.  This time, your images looks like this.

As you can see, there is too much noise.  Change search radius to 10 and turn off rebuild (make sure Use File is on).  See image here for parameter settings.  Render again.  You should get an image like this:

This renders much faster now that you aren't having to rebuild the photon map.  Now, let's add Final Gathering.  Set everything as shown here.  In Max 7.5 and VIZ 2006 you don't have to set your Samples in Final Gather as high, so drop that figure down by half to 500.  Also, we want to build a map, so click on the ... under rebuild and enter the name of the file to save (as you did above on the photon map).  Render again.  After a much longer time of rendering, you should have an image like this:

Now Change radius values on Final Gather to 10 and 2 (see image here for parameter settings ).  Turn off Rebuild.  Turn on Preview (no calculation).  It now takes a considerably less time to render.

Turn off acceleration to see the real time of rendering.  In the last step, change the Sampling Values as shown here under the Renderer tab to 4 and 16, and change the Filter type to Mitchell.  Render one last time.