I know this is about 4 years late, but there doesn't seem to be a lot of posts on the web (when searching via Google) on fixing this.
This has been a bug since Maya 2009 (that I know of). AutoDesk should REALLY start looking into fixing this because this *STILL* happens in Maya 2013.
1) Start by enable "Emit Photons" for the light under it's mental ray rollout in the Attribute Editor. Notice how the Caustics and GI Photon boxes are greyed out. Go to your render settings, and under the Indirect Lighting tab, enable your GI and/or Caustics. You will see in the Attribute Editor that the photons boxes are still greyed out. Untick and tick the Emit Photons checkbox for the light again. The relevant photon boxes should now not be greyed out anymore.
I have just run into a similar problem on a friend of mine's scene where this solution didn't work. Why, I don't know. It seems like there's something very specific in that scene that caused it. The solution to fix that is to do the following:
2) Close Maya (if you had it open) and start Maya. In a blank scene create a new light. Follow the steps above so that the photon boxes are not greyed out anymore. Once the boxes are not greyed out, IMPORT your scene with the faulty lights into this blank scene with the one working light. All those lights that had their photon boxes greyed out *SHOULD* be working now. Save your file as with a different file name than the original one you imported in case you need to go back to your old file. That is it! Any lights you create from this point onwards *SHOULD* have the relevant photon boxes ungreyed out.