So that indicates that Mental Ray is not selected as the active Production Renderer for this scene.
To switch to Mental Ray for this scene, open the “Render Scene” dialog and select the “Common” tab. Scroll right to the bottom of this panel where you should see a rollout called “Assign Renderer”. In this rollout, change the Production Renderer to “Mental Ray”, then refresh the DVSP Explorer panel. You should now see the extra options.
The next question is why Mental Ray wasn’t automatically selected in this scene. If it was created from scratch in DVSP 3.6, Mental Ray should already be activated.
From the Customize menu in 3ds Max, select the “Custom UI and Defaults Switcher” option. On the left of this panel, which entry is selected under “Initial Settings for Tool Options”?