For high-resolution shadows with fur:

• Turn off Use Mid Dist in the Shadows section of the Attribute Editor for the LightShape node (see Shadow attributes).
• Set the Shadow Map Bias (Render Settings window, mental ray Options tab, mental ray Overrides section, Shadow Map)section to a tighter (smaller) value. ( Render Settings: mental ray tabs.)

For low-resolution shadows with fur:

• Turn off Use Mid Dist in the Shadows section of the Attribute Editor for the LightShape node (see Shadow attributes).
• Increase the Filter Size in the Shadow section of the Attribute Editor for the LightShape node (see Shadow attributes).