hi there .. it seems i had the same problem ..
here is the solution ..select your subD surface go to:
modeling==>edit sub-D surfaces-collaps hirarachy
then you will be able to render it with mental ray
wish you all the best bro ..
remeber to stay away from n-gons or more than four sided ploygons while modeling
Mr_Flamenco™( the Man Who Summoned By Mankind)