3DS MAX Mental Ray

First you create a scene....
like as,

When you load the scene file , you will see something like this..I have created everything and you dont need to do anything..Just try to discover the parameters..

I have created a Skylight and choosed 'Use scene environment'.
There is no need to write down all details about the parameters of the materials..You can see them in your scene..Below is just a screenshot of the material that I used for cup and plate..

Please try to examine all materials and discover how they are used..
Below , is the parameters of the HDR file that I used for environment..SKYLIGHT was setup to use the scene environment.So it will use any file that we select to put in environment..

These are MR settings that I have used for this image , remember that this is only trial & error thing..Its very hard to find the best setting at the first time..So we need to start from minimum settings and move on till we get nice results..

and final render....