no, you need to use light fog. I've never managed to get light fog looking good but that's what you use.
Is it a still or is it for an animation? Cause the other cheeky thing you can do is create a plane that will sit where the rays of light will be, then create a semi transparent texture that is the colour of your lights or whatever colour you want. Apply the texture to the plane and make sure it's in the right place. Render.
You should be able to do fairly simple camera tracks and movements with this sort of idea. What you also need to add is little dust particles etc that are getting caught by the light to add to the realism of the effect.
This technique will be very very quick to render and should give ok results (it may even impress you teacher in time saving and efficiency!!)
Good luck post again if you need more help
Technical Director - Framestore
Currently working on: Your Highness