Makerbot does not recognize 3ds Max smoothing?

[JacobVR]

You need to select the object in max to see the actual polygons. Although you did meshsmooth, it doesnt mean a high poly count, just higher than the original mesh. Second, as others point out, 3ds max can visually smooth objects in the viewport, which is different than geometry smoothing. If the polycount is actually higher and not being transferred, although i dont know why this would happen, you could try converting the objecting to a new editable poly and try exporting again.

[Ak Eric]

I use Maya (and I have a Makerbot), but the principal is the same, like others have stated. You actually need to do the reverse of what you've done (smoothing the normals in your 3d app), to preview in Max what the final output will be in your print. You're trying to apply the concepts of rendering to a physical object, they are very different.
In Maya, I 'set normals to face': This makes the mesh look 'faceted', which is exactly how it'll look when it prints. Applying a smooth to the vertext normals is purely visual, it doesn't change the underlying mesh in any way. Your printer is printing exactly the data you sent it, exactly as it should.
Basically you need to 'harden' all your normals: How it looks on screen at that point will be how it looks when it prints.
The solution (like others have said) is to apply some 'poly smooth' operation, which physically creates new faces following the tangency of the existing mesh, and just crank of that value until you can't see your 'hard edged faces' any more. For me this starts to get until the 100k-> 1million+ face territory, just like what you'd get out of something like ZBrush.