Ok, I checked the normals and they are ll facing in the correct direction. Just in case, I used the conform command anyway - thanks for that suggestion.
Here are the settings in Mental Ray:
Ray Tracing is "on" with all settings at "1", scanline "openGL" and faces "both".
Shadows has Shadow Method "segments" and Shadow Maps "on".
Motion Blur, Caustics and Global Illumination and Final Gather are all unchecked.
Sampling Quality has all Contrast settings set to "0.1", Min Samples "-2", Max Samples "0", Sample Lock is checked and Jitter is unchecked.
I have never adjusted any settings in Mental Ray before, so any suggestions would be greatly appreciated!