Well, MR should work the same for both Windows and Mac so it should be fairly easy to troubleshott your problem. It sounds as though you're not doing something right.
1. Did you turn on Preview Final Gather? Under the mentalrayGlobals
make sure to turn this on when using the GI and Final Gather function. There's also a Preview GI and Caustics function, but I haven't messed with those yet.
2. Do you have "light geometry" in the scene? GI/Final Gather doesn't require any light source in the scene. It simply uses a default light and bounces that light off of geometry in the scene to cast light. In other words, if you place a plane above your model and give it a blue color, it will cast blue light onto your model. Color it white and it will cast a bright light. However, you have set the color "temperature" low. In other words, use darker colors for the light geometry.
Try going here to run this tutorial and see if these settings make it work. http://www.3dluvr.com/intercepto/maya_tuto.htm
Hope that helps.
Professor of Digital Arts
Digital Media Arts College
Boca Raton, Florida