Smooth doesn't Work?
 

Well I've made most of my model... and then I realize that it looks a little rough or square. I tried to smooth it but it did not work, made no difference.

Here is a pic of it.

Any suggestions to smooth it out... that would be greatly appreciated.

Well, it depends on how you've made it. For something like that, I'd go with a NURBS cylinder and make some smaller cylinders going through the main one where the holes should be, and cut them using Intersect Surfaces (or fillet if you need a rounded edge) and trim the surfaces.

Smoothing polys or sub-d's is too complicated with stuff like this imo, because you have to have as many quads as possible...