just applying the miss_fast_shader alone will not give you subsurface scattering.
here is a quick and simple way to do it. https://cgtalk.com/showthread.php?t=163360&page=3

"1. Install the MR shaders/scripts/icons etc as instructed in the readme file.
2. You shouldn't need to edit that AE template script file that Phoenix mentioned because a modified one comes in the package and you already installed it with the other scripts.
3. Start Maya.
4. Create one/some objects.
5. Create a light and get the scene looking how you want it for the final render (with just the Lambert1 shader still applied).
6. Select the object you want the fast SSS shader applied to.
7. Right click on it in the viewport and go to Materials > Assign New Material > Misss_fast_simple_maya.

That's the shader I've been using so we'll just use that for now. It's good. If you do a render now, you'll just get a funny tan coloured shader. Leave all the settings the way they are. In fact, do a render now and 'keep' the image so you can compare later and see that everything works.

8. Open out the Lightmap section of the shader.
9. Click on the texture applying button next to the lightmap slot.

It will automatically create the 'mentalrayTexture' shader that you need and open it's properties.

10. On the mentalrayTexture attributes, tick the Writable checkbox.
11. Change the File Size Depth to 32 bits.

You MUST change it to 32 bits for it to work.

12. Change the lightmap resolution to double the width of your render resolution, and to the same height as your render resolution.

For example, if you're going to render at 640x480 your lightmap should be 1280x480.

13. In the Image Name slot, type "\mySuperSSS" or something like that (but without the quotes).

You do NOT give a file extension as Mental Ray uses whatever it's lightmap file format is (extensionless). You MUST start the name with either a \ (UNIX style) or with C:\ etc because that's just the way it goes, you can't just type in a filename with no path. Going on my example, "\mySuperSSS" will create a lightmap file with no extension at C:\mySuperSSS. But don't look for it yet (even if you render) because we aren't finished yet.

14. Navigate your way to the Shading Group node of the Misss_fast_simple_maya (so you can see all the MR shader slots).

15. Click on the texture-applying button next to the 'Light Map Shader' slot.

16. Apply a Misss_fast_lmap_maya shader. It will take you to the attributes of it.

Notice that there's a "Include indirect lighting" checkbox at the top, tick that later if you want to add Final Gather to the SSS effect.

17. Open out the Lightmap Write section.

18. Into the lightmap slot, type "mentalrayTexture1" and press enter.

It just connects this shader to the mentalrayTexture shader, so if the name of your mentalrayTexture shader is different just type that instead. Alternatively you could drag and drop the mentalrayTexture shader onto that slot to achieve the same effect.

19. Render! That's it! "