In 3d Studio Max select Rendering > Render or press F10

Scroll down Common tab in Render Scene already open and click on + to open Assign Renderer

Then in Production line click on the right of Default Scanline Renderer

Choose Renderer window prompts

Select mental ray Renderer and clik ok.

Now Mental Ray is the default Renderer.

Now you have a new tab Indirect Illumination that will let you set up values for Caustics, Global Illumination (GI), Photon and a lot of advanced features.
In Renderer tab you can adjust the Sampling Quality

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