Wow that looks just like maya vector rendering, but you said it was mentalray. Check your render globals mentalray section and scroll down to your renderlayer/pass control to see what is checked. You will have to enable the global passes option by checking it. It looks like color is the only thing checked.
EDIT: I checked my Mr settings to see if I could do the same with my mental ray and I couldn't make it work like that by just checking color. Are you sure you are using mental ray and not the Maya vector renderer instead?
Last edited by THX1138; 18-02-2012 at 11:59 PM.