HI,
The problem was the type of shadows you are using. You had MR shadow map, those are kind of tricky to work with.
I am guessing you didn't like the hard shadows or raytraced type.
To use MR Shadow map I would recommend using the Bias check box, and reduce the size to a number very close to Zero but not zero. Then you'll have to increase the Map size (about 5000 or so) and then increase the sample (512 or so)
Now the real solution is to not use traditional lights with Mental Ray and use Photometric lights.
Then you enable shadows, Raytrace type and change the shape of your light to sphere or circle or any shape but point, (use only point with web type of lighting or IES) then increase the size of the light shape and that will control how soft or hard are your shadows.
also how close they are from the light source. just like in real life.
Your problem was that you made that wall with small boxes ( it took me a little to figure out :P) the with MR shadow map you didn't have enough samples to average the are were two boxes connect, that why you saw the 'skeleton' of all your boxes and joints.
Just use photometric lights with raytraced shadows and you'll avoid many problems 😉
best luck.
Also give to bounces to your Final Gather, if you are only using Final Gather then you should give bounces so you get some Global illumination working.