How do I get smooth edges on my cylinder 3D object?

[loafers99]

I am trying to render an object that is a cylinder to a smooth object. I just made it in PS by selecting "new mesh - > cylinder" and adjusted some colouring to see a light animation. All is fine, except that the edges are still a polygon object, it does not have a round edge. Is there a setting for this in preferences I am not seeing? Or how does it work? The thing takes a while for each render to check, so I post this question instead.

Thanks for any help.

 

[Eggy]

Please post a screenshot so we can see the problem.