Low poly normals when baking with Cycles Blender novice here. I'm trying to make some models to use in the Unity3D engine. 

I modeled a high poly tube and the low poly counterpart. Now I'd like to bake the normal map from the HP to the LP in order to make it look better. Unfortunately the normal map is horrible, it seems that I somehow tried to bake from the lowpoly to the lowpoly.

I followed this process:


Make the high poly
Make the low poly
Unwrap the low poly
Switch to Cycles renderer and assign a 1024x1024 image
Switch to Normals under Bake
Bake
..
no profit?


This is my high poly and perfectly smooth tube and its counterpart, the low poly and perfectly jagged tube:



This is the result from the bake with "Selected to active":



I may have been missing something during the process. What could be?
Firstly, make sure everything is smooth shaded. Then see to it that all normals are facing in the right direction. Or you can simply go to Edit Mode and press Shift+N and normals will align to the face direction. If this does not help you, check your UV and make sure there are no overlapping UVs.