To use the mental ray plug in;
Press h + MMB klick (I think) to open up a temporary default marking menu, and select "rendering".
Then look under "rendering" and select "use renderer", and select mental ray, as opposed to maya renderer.
To access the FinalGather+GlobalIllumination+Caustics menus in mental ray, look in the render global, more specificly at the "Quality" setting, and change this to, say "preview final gather" , or "production" to get some "better" default settings.
Menal ray is also used for usual raytracing (not sure what the difference is, but I assume there are)
The two different render globals can also be accessed from the "renderview" window.
I do not support Bush! Nor Saddam! Long live UN!