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
A value like 1000 it's OK for now.