Hi there,
Firstly lets have a look at wether you have a phone shader on the object. A phong shader will blend the join between two polygons as long as they are below a specific angle.
In this case select your bulb from the object window. and see if there are two little orange spheres to the right of it. if you can see this there is a phong shader attached and we will look at other options.
OK so we have a phong shader but its not enough, we need to try something more dramatic. from the top toolbar you can see a green cube suspended in a wireframe cube, left click and hold on this icon, then select hypernurbs from the menu. Hypernurbs are good for making organic and smooth objects. Now we have a hypernurbs in our object veiwer, select your bulb and drag in onto the hypernurbs icon. This will place the bulb within the Hypernurbs. You should now see that the bulb is made from more lines, its subdivisions have increased!!. if you adjust the settings you can see that you can adjust the ammount of polygons the bulb is made from, and thus the smoothness.
apologies for the long answer. pm me if you need any further help.
Good luck!!