Also might be a good idea to look at doing it in post.
A good VFX rule-of-thumb, is that unless you need to fly through it, or something TRUELY volumetric, you can do it in post with a LOT more controll, and WAY faster
After Effects 5.5 pro bundle, for example, has a "volume-light" type of 3d light effect, that does EXACTLY this effect you want
-Simply put a few locators in your Maya scene to help you line up the "beam".
-then save that file out as a .ma file (just the locators and camera, no geometry) (you can even ANIMATE the camera!)
-then import that into after effects
-place an After Effects light in the scene using your locators as exact guides.
-add the stained-glass image to the light color
-turn on fog
-tweak light position, and parent it to one of the locators.
-and you're done!
FIRST though, you might wanna try what Pure was saying about the lights' color channel.
It might work perfect for you.
With Maya, you never know
Israel "Izzy" Long
Motion and Title Design for Broadcast-Film-DS