When you begin modeling from a primitive such as a Sphere or Cylinder, it has preset smoothing groups that make its surface look good. A smoothing group is easiest understood as a group of polygons that share the same smooth curvature. We'll look at some examples that show models with and without smoothing groups. Where you might notice smoothing groups for the first time is when you extrude from a round object and notice the extruded polygons look, by contrast, sharp and faceted. The other case is when you apply TurboSmooth to an object like a cube and it becomes very round. The TurboSmooth modifier includes an option to conserve any smooth groups demarcated within the editable poly object's Smoothing Groups settings.
This example runs through the process of editing Smoothing Groups manually.
Reset 3ds Max and go to Create | Standard Primitives | Tube. Drag it out in the view, enter Move mode (W), and hold Shift + LMB and drag it to create a clone to one side. In the Clone...