You need to batch render your work as mentioned above.
Therefore, prepare one setting in your RenderGlobals
"Window->Rendering Editors->Render" Settings
In the "File Output" Options under the "Common" tab make sure that the option "Frame/Animation ext" is set to some extension including "#". If not, only a single frame is rendered. Now you either start the batch render process inside maya with "Render->Batch Render". I suggest you using an verbosity of 5, this gives you some interesting feedback about the rendering process. Therefore go to "Render->Render Current Frame (Options)" and set the "Verbosity Level" to "Progress Messages". I also suggest you to start the batch render always with a command prompt via DOS. So open a DOS shell and prompt at first the path to your render.exe and hand over your file name. This looks like: "c:\programs\autodesk\maya2010\bin\render.exe -r mr -v 5 c:\username\maya\projects\myProject\scenes\file.mb".
The flags "-r mr" and "-v 5" mean: Renderer: mental ray , Verbosity: "Progress Messages". You should have a look into the possible override options the command line gives you with "c:\programs\autodesk\maya2010\bin\render.exe -h". With the batch rendering over DOS you can handle some issues like undefined abortions of your render processes. You simply would write a batch script, something like "render.bat" with the lines in it:
c:...\render.exe -r mr -v 5 -s 0 -e 10 c:...\file.mb
c:...\render.exe -r mr -v 5 -s 11 -e 20 c:...\file.mb
c:...\render.exe -r mr -v 5 -s 21 -e 30 c:...\file.mb
.
.
.
So you dont get pissed when comming home after hours of party and your renderer only did some frames before hanging up...
PS: in maya you dont get a mov or avi file as batch render result. Professionals ALWAYS render series of single frames and put them together with software like AfterEffects. If you like it more simple go for VirtualDub, this does some nice conversions into avi containers and is easy to handle.
