Importing 3DSMAX Model with Mental Ray

When I’m exporting from 3dsmax, generally I render with Mental Ray, especially for spherical objects. When exporting these objects as FBX to Unity, Unity never is able to replicate or import the mental ray effect (just reflection generally, or opacity) of objects.

Now, am I missing a setting or is there a way to recreate the mental ray effect within Unity if the 3DSMax version isn’t transferable?

Unity doesnt support mental ray materials…
http://unity3d.com/support/documentation/Manual/HOWTO-ImportObjectMax.html

In max you could bake the textures (render to texture),
then the material basically looks the same in unity as in render.