Maya - Normal Map preview problem.

Hi. I have a small problem with the way maya previews bump maps.
When I apply them to a model (created with mudbox + zNormal, Normal Map 1024, AA x2) it looks like this:

https://dl.dropboxusercontent.com/u/69842270/STPON/111.jpeg[/t]
(Notice the hard edges at places, like the bottom of the blade-thingy part, it’s supposed to be flater).
I use mental ray, for render. High guality. Tangent Space Normals. Blinn (same effect goes for lambert).
Here is the normal map:
[t]https://dl.dropboxusercontent.com/u/69842270/STPON/axe__normals.jpg[/t]
And how it looks in mudbox (hq model here)
[t]https://dl.dropboxusercontent.com/u/69842270/STPON/2222.png

Any idea on how to make it better? Because I’ve seen many people not have this problem in tutorials etc.
Any help would be great.