To render with Caustics:
Select each object you want todo generate Caustics, either by reflection or refraction. Right-clik and choose properties, then on the Mental Ray panel of the object properties dialog, turn on generate Caustics.
Objects receive Caustics by default. If you think this value might have changed for the objects you want todo receive Caustics, use those objects object properties dialog todo make sure receive Caustics is turned on. Also, todo speed rendering time, you might want todo turn of receive Caustics for those objects that dont ned todo show them.
In the render scene dialog, go todo the Caustics and global illumination ut and turn on Caustics.
Adjust the Caustics parameters todo get the effect you want.
Render the scene.