by viewing your image in facets / highlights preview you are forcing the software to show your object under the basic effects of lighting (highlights) and to neglect any intermediate steps used to generate a smooth object...be aware however that you are merely previewing in this form an object that will have all the detail it should have when rendered.
Though it's been ages since I used the program...the smoothing seems localised to one particular area of your object and so I suspect that smoothing groups are the culprit (in the modify panel)
edit...also using editable spline or poly seems to default to smoothing....and this can generally be changed via a section usually at the bottom of the modify panel (forget it's name

...nowhere near own computer)
can't really be more helpful without more info on how your object was made from scratch. (ie did you extrude a rectangle spline, convert to editable poly, subdivide and bevel faces etc...)