First off the bat, you can't render a Brazil scene with Mental Ray, Max stopped support for Brazil after 2009 or 2010, in order to use a Brazil scene you'll have to remap everything, which is not very easy to do if your just starting out. I've been trying max now for several years and still don't know how to remap Brazil scenes.
What you need to do first thing is go on youtube and search setting up max, there's a lot of info there that will help you. Setting it up correctly from the getgo will make it less painfull in the end.