Open my documents, tools->folder options, selces file types go to the MA files, select it.

In the details for MA file type click advanced, you should see "render" there in the list that says open and edit, click it and go to edit (DONT SAVE CHANGES THIS ONE AS IT BUGGERS THE STANDARD RENDERING UP)

Copy the path to the application (including the "%1" part right at the end).

cancel back to the the other screen that has open, edit and render on. Click new, give it a name for what you want it to do say "Render with Mental Ray or something".

In the "application to perform action" paste the normal render path in there and go to the end after ..........\render.exe" add whatever you need with render flags, in the case of getting MR going have

...........\render.exe" -r mr "%1"

You can have whatever you need afte rthe -r just the same as cmd line rendering.

Make sure you keep the "%1" as this tells windows to assign the path to the file selected save it all and rtepeat for .MB file type.

Now when you have your maya file right click and you should have your modded render with option, click it and off it goes with Mental Ray and the settings in the file - something I've been doing for a few years now as its great, and no need to create notepad files etc, leave them for multiple scene renderings.