First, go to your modelling toolset, polygons>tool options> and make sure keep faces together is checked.
Also you will be needing an HDRI map for this tutorial, please e-mail me at bartonix@gmail.com and state in the subject of the e-mail APT_PROBE.HDR so I know which hdri map you're needing (as I get e-mails for hdri maps very fequently)

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Enjoy the tutorial!
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This tutorial is primarially focused on rendering. It will teach; Final gather with metal ray, DGS shaders, basic polygon modelling methods, Depth of field. You will need; Mental Ray, an HDRI map, and Maya 6.0

We will start by creating a cyllinder for our sprocket, 7.0 users may create a pipe, on the Y axis, as for users below 7.0 create a cyllinder on the Y axis, it should have about 4 spans along it's height


Scale the cylinder so it looks like this


Now we're going to need to make it hollow in the middle, so duplicate your cyllinder, scale it so it's a bit smaller in diameter, and make it a bit taller than the origional, then select the origional cyllinder first, then the duplicated, go to the modelling toolset, polygons>booleans>difference



Alright, now we've got a pipe, for 7.0 users that have created the pipe already, now is your time to get back to work! We're going to make the teeth of the sprocket, go into face mode, and select the two middle faces (do not drag your mouse when selecting, click them individually) and skip a span, follow the pattern below


Now go to Edit Polygons>Extrude Face, and click the arrow that should be pointing straight out, and drag it, then scale it so they taper slightly (Be sure NOT to click the manipulators in your tool box, it will cause your extrude manipulators to disappear, and you'd have to re-do it)


Rightclick it, object mode, ok now you've got the teeth! Let's modify what they're on! Just follow what the pictures look like, we're going to be using face mode, and the Edit Polygons>extrude face tools.


Scale the selected ones with the middle scale button


(keep these faces selected) now extrude them again, and go up with them.



It's a bit tall, so select the top, and bottom faces, and scale them so they come closer


We'll select the two faces all away around the middle inside of the sprocket and extrude them