To follow correctly this tutorial, download this scene.

Extract the content to a directory.

First of all, create a directional light. Select it and open the attribute editor. In the mental ray's tab open Caustics and Global Illumination.

Activate the emit photons option. The photons are needed for mental ray to store the light's information.

Increasing or decreasing the exponen value, the photons will act in more or less surface. A value like 2 it's OK.

The Physical tab is good when you use GI and FG together. In this case, put in ON.

The number of photons will increase the quality of the render, but will increase the render time too.

A value like 1000 it's OK for now.

Now, we are going to configure the render.

Go to mental ray's render global and choose previewGlobalIllum on Render Quality.

Go to the new tab and configure the options like in the image.

Activate the Final Gather with a value like 300.

Launch a render with mental ray and see the results.