A better way for rendering sub-d's in Mental Ray is to use a Mental Ray approximation mesh node attached to your model. I'm not exactly sure of all the ins and outs of how it works, but I know that it does work (I've used it) and you can render a mesh that has tri's in it as a sub-d.

To use it, go to window -> rendering editors -> mental ray -> approximation editor. Select your mesh and click the 'create' button next to the option 'subdivision approx (poly, subdiv). Next click 'edit', set the approx method to 'length/distance/angle, set the length (play around with the number) and check on 'view dependant'. When you render, it will tesselate your mesh and you should see that it is just like a sub-d surface. Another option to this is to use the collapse hierarchy method on your poly mesh, or to simply remove the quads (which isn't very difficult once your used to it).

Mental Ray will not render a sub-d surface that has tris and quads in the base mesh, as it does not allow them to share vertices.

Hope this helps

LisaG