Mental Ray shadow maps override are really usefull when tuning a scene (especially because you can set the samples for the lights).
Something that I have always found boring is not being able to set more than one light at a time from the
channel box or having to open the attribute spread sheet and search in between so many attributes.
Here is where this little window is handy: select all the lights that you want to change (also mixed types) and control them from here :)
Fast and clean!

# HOW TO INSTALL:
Put the mrShadowMapManager.py file in your Maya script folder.
ex: c:\User\YOUR_USER_NAME\Documents\maya\scripts

# HOW TO USE:
Open the script editor and, in a python tab, write:

import mrShadowMapManager
mrShadowMapManager.mrShadowMapManagerUI()

You can save the code to a button by selecting and dragging it to a shelf.