If you have Turtle render installed as well, try to change the mayall.mll to the Turtle plugins folder, it will autoload everytime you open maya.
I know it sounds extrange but it works , it just a question of Environmental variables.
I installed everything according to the book, except that I normally reserve drive C:\ for operating system stuff and install programs into D:\.
My problems manifested as a 'click render preview in maya and see nothing'. After uninstalling (from D:\Program Files) and reinstalling into the _default_ location (C:\Program Files), everything worked.