no you are probably not doing anything wrong, but there are so many things that could be causing the blur. Just to make sure you are on the right page, try a few things:
- Texture sizes should be sized to a multiple of 2 meaning 64px,128,256,512,1024,2048 etc, ex: 512x128, or 1024x64.
- Save your file as a Maya IFF or other recommended format.
- if you are using a shader with filtering, most maya materials, turn off filtering.
- Try a mental ray render Quality Preset. Try Fine Trace.