Extrude of round shape finished as shape of straight lines (photo)

Hello,
A simple problem that I encounter in attempt to extrude one profile, it just convert my round shapes into a shapes with a straight lines, which is pretty bad for me, since my final product is a render, and it looks very fake ...
- Its probably some easy setting, but I can't find it right now.

Here are some photos of what I exactly mean:

And here is how it's sketched, and how it should extrude:


Thanks in advance!

Best regards,

Ivan.

SolidworksParts And Features