Thanks to everyone.
I'll start to be a little confused.
Just a breif summary:
1. I don't model in Blender but in Pro/E
2. I import the part in Blender using SLP format
3. I had a major smoothing problem that I (well actually mib2berlin and ycarry) solved using smooth + edge split
4. When importing in O.R. (with modifier exported) I still found some strange reflection (see pict)
Using subsurf on a mixed sharp/smooth part is (as far as I use it) not good. But I could be wrong, I'm way far to be a Blender expert.
I'll do some other test, with part imported and part created in Blender, in the same scene....
In the meanwhile thanks for any hints...
Win7 64bit | GTX480 | i3 540 3.07GHz | 4GB