This is a tutorial how to make a exterior lightning and render with mental ray . This scene was modeled in 3D max 7 and rendered with mental ray 3.4, the unit is in meter.
For this tutorial's purpose, I modeled a simple scene with some boxes (simulating the buildings...).
Sunlight : I used a Mr Spot Light, placed it far away from the building, then adjusted the Hotspot/Falloff, as you can see below.
Skylight : place a Skylight above 'the building' . Here is the setting for skylight and Mr spot light.
