1. I setup a simple scene with a ball and a plane. This is being rendering in the Mental Ray Render and i have a MR Spot light with Mental Ray Shadows turn on.

2. Quick render and you will see that the shadow doesn't look so great.

3. LEts adjust the Map Size and and render again. Now you will notice that the shadow looks a bit better around the edge.

4. Lets bump it up again and you will see its even more clear.

5. Lets bump up the sample Range and see what happens.

6. NOTICE HOW GRAINY... lets bump up the Samples to fix this.

7. Finally the thickness of the shadow.

............ NUFF SAID.