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:[/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:
And how it looks in mudbox (hq model here)

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.