thanks LauriePriest,
I managed to get it to Multi Frame but only after changing it to "Render using: Maya Software".
What I was trying to do this time is use mental ray to render the animation. But when I select "mental ray", the option to render as an AVI disapears from the drop-down menu.
Is there any way to render to a video file when using mental ray, or do I have to render each frame seperately?