the inside Mental Ray Blog posts a look at rendering Maya XGen hair through Mental Ray. The article details how to create custom mental ray shaders for rendering XGen hair in Mental ray for maya.
There is some great information here on how to assign a shader, and how temple helper nodes that can alter the appearance of the XGen hair. The last part shows how to use Disney’s Expression language SeExpr() that can create some interesting effects for the hair renders.
Check out the post for XGen Hair and custom shaders here.