Problems with fog/cloud renderer 3DS max

[Barbara.griffin]

Hi all, I have problems with 3DSmax volume fog. I have resorted to creating cloud in photoshop and applying a cloud material in max. There seems to be a shadow cast from the fog/cloud but no white fluffy stuff. I have followed the tutorials repeatidly but am i missing something?Im rendering using mental ray. Please see attached image (effect created mostly in photoshop. Also applied a cloud material to an object to get the general look in max). Hope someone can point out what im doing wrong!