If 3dsMax gives you errors like Error rendering frame 0: Unknown error while loading application, make sure that you have Backburner installed on your nodes as well. Even though this isn't used by RenderPal itself, 3dsMax might need it for commandline rendering.
First, make sure that you have selected MentalRay as the active renderer in Maya. In the "Render" menu, open the "Batch Render" options and uncheck the option "Auto Render Threads"; set the value below to the number of cores you have in your machine. This is actually a bug in Maya/MentalRay.
Due to Windows security restrictions (starting with Windows Vista), it is impossible for a service to access the graphics card. You have to configure the client to automatically start via Autorun if you want to use your GPU for rendering.
RenderPal V2 can't really know if the images are correct, or if there are actually images; it can only look out for certain errors in the textual output of the renderer and check the (numerical) return code of the rendering process. However, not all renderers return a useful return code, or simply don't print textual output, and in these cases, RenderPal V2 can't know that something went wrong. However, you can use the built-in automatic frame checking to counter these problems.
Always make sure that the client actually can find the scene! This means that the path of the scene has to be available to the client. So, if you try to render C:\MyScene.scene, the client usually won't have this file.