Select the object in layout and click the item properties (p) button. From there, you can increase the displayed and rendered subpatch levels. I usually lower the displayed subpatches to 2 as my computer is somewhat slow, and boost the rendered ones up to 6 or so for the final render.

Oh yeah, two things about your image. First off, you might want to apply Smoothing to your surface from the surface editor, which sometimes can let you avoid cranking the subpatch levels up so highly. Secondly, avoid triangles in LightWave if you can. Quadratic surfaces tend to work better for the final result, at least if you're using Subpatches (NURBS).

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