The Thin Walls visualization _is_ decimated. Your original file as it was designed, is sent to the printer.
Several of the Shapeways tools work with a voxelized (and decimated) copy of your model.. not the original. Part of the reason is that is so the tool can run faster, another reason certain tools work due to the conversion to voxels.
What I'd recommend is download a copy of
Netfabb Basic (free) and view your model with it.
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Make sure that in AutoCad that you turn off any smooth shaders.
Depending upon the geometry you are building, you need to have more facets around a curve. Eight or sixteen facets per curve is not near enough for a large part. You need something above 1000 facets around a curve if the part is say 100mm in size if you want it to be smooth.
With a 0.5mm diameter item, it will look round with only 16 facets, but that won't work on large items.
The other way to express it is that for maximum smoothness, the width of a facet should be 1/2 the resolution of the printer.