I'm battling with the portal lights too.
For your latest question, I'm not sure how you got to that with Max, but with other packages you actually have to plug in an area light for the portal light and if you forget to make that visible, you'll get exactly that error.
From the docs (mr.architectural.shaders.pdf):
"The mia portal light shader should be applied both as light- and photon emitter shader on a rectangular area light. The mental ray light instance must be set to be visible (this is a technical requirement for the portal light to be able to \block final gather rays. If the light actually is visible or not in the rendering is instead handled by the shader)."