Mental Ray 2015 - please assist

[Anonymous]

QUICK NOTE - I never use Mental ray, but now I have a project that requires the use of Mental ray. Please do not assume I know anything about mental ray because I dont. Thanks.

Now -

Using Maya 2015, I created a scene and rendered using mental ray. When I render with the software renderer, I can save the image from the render view and bring it into Photoshop, and when I do, it has an alpha channel allowing me to separate the layers in order to use what I need from the image and discard what I need to discard.

I have used EVERY file type and I still always get a flat image with mental ray. How do I get a final image in mental ray that will allow me to separate the foreground from the background?

For my background, I am using an HDRI image that I hooked up to the scene by going into the render settings and under Indirect Lighting, I used Image Based Lighting. So that is my background. My foreground is actually ONE cube.......Thats it. So, how can I render the scene and be able to use the foreground, while having the freedom to discard the background (in this case, the HDRI image I loaded up using Image Based Lighting)?

I have included a JPEG of the render. I want to ditch the background image and just have the bubble that I created..... Please advise. Thank you.

-J