Bonjour 4ndy,
This is because by default mental ray computes backfacing polygons. To ged rid of this, you can turn off Backface Culling (or something similar) in the render options.
Another option is to put a front/back switcher node between the illumination shader (Phong, Blinn...) and the material's surface input. Connect your tree in the front input, and you can put anything you want in the back input.
Hope this helps
Salutations - Cheers
Bernard Lebel