Which tutorial? If you have downloaded the tutorial files, then you need to set your Project Folder to be the folder you extracted them to, and start the tutorials using the provided scenes. They should be set up correctly (with Mental Ray as the renderer, in this case) so you shouldn't run into that particular problem.
Max 2016 (SP1/EXT1)
Win7Pro x64 (SP1). i5-3570K @ 4.4GHz, 8Gb Ram, DX11.
nVidia GTX760 (2GB) (Driver 430.86).