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 FilterSize in the Shadow section of the Attribute Editor for the LightShape node (see Shadow attributes).