build your poly model base in quads only. Dont cut corners or make it easy by making 3 gons or 5 gons. the reason its not rendering is because your using mental ray. mental ray requires quadralateral surface geometry to render objects. It may seem difficul;t at first to build in only 4 sided poly but the benifits of doing so make your work more compatible in the end. for instance converting to subd for mental ray rendering or converting to nurbs with less work.