It would be better taking this time to change to another renderer, there's free version of renderman and also Arnold in 2017 , plus Vray and Redshift are very good options.
Mental ray is a very bad choice for your future in 3D.
Hi!
This is very easy with Mental Ray, you have multiple options.
A) Select the mesh: RenderStats -> Casts Shadow ("disable").
B) In Material: Use Translucency (Transparency / Refraction has to be enabled and "Thin Walled" if you only use a one-sided surface for the window)
Choose the renderer that works best for you (Mental Ray has it's advantages and disadvantages as every renderer).