Or it could be you have hard in the low poly before baking where you shouldn't. Rule of thumb is you only have hard edges on 90 degrees or tighter/smaller. Those edges look like they would be greater than 90 degrees. You'd also want hard edges on your mesh where your UV shells borders are.
thats awesome stinger88, I remembered trying a mignola style hellboy ages ago and found it hard transitioning the style over. Great job and awesome vid :) Moof, I want your hard surface babies :D