Is it supposed to be a highpoly or a lowpoly mesh? If it's lowpoly I'd add some sharp edges or just leave it as is, if it's to be a highpoly you might need to learn more about subdivision surface modelling and shading in general.
@aclund3 Thanks dude for your help, I'm on 3DS max so I will double check my normals @frmdbl Thanks for your help. Is my lowpoly mesh, even if I know that kind of problem gonna be resolve by the normal map. I have the feeling that my topology is not right... maybe is only a feeling.