Mental Ray will ONLY render SubD's that are in Quads, not tri's and not more than quads.. You should either stick to, or convert to polys, or reaarange your subDs so they only have quads.
it sucks ..
Btw, MR do not support Maya's Partial Crease aswell..
Carsten Lind
Senior 3D Artist,
Maya Software Manager & Maya Instructor
LEGO Systems A/S