The use of poly(methyl methacrylate) as a bone and dental cement material over several decades has provided us with experience related to processing and performance. A recognized disadvantage of such cements is their mechanical behaviour, expressed by low crack propagation resistance, impact strength, fatigue resistance and reduced fracture toughness. Many attempts have been made to resolve these problems either by modifying the poly(methyl methacrylate) chemical structure via copolymerization or incorporating reinforcing additives. The latter is of great importance, because it can lead to the preparation of composite materials with considerably improved performance. Besides reinforcement, the incorporation of additives, such as fibres, results in better processing characteristics, e.g. lowers polymerization exotherm. In this work, poly(methyl methacrylate) reinforced with Tekmilon ultra high modulus polyethylene fibres was studied, focussing on the interfacial bonding between matrix and reinforcement. Some finishing agents were used to treat the fibres and their efficiency was mainly evaluated through the effect on the mechanical properties of the composite material prepared.