Smooth?

I need to know how to make my objects look smooth. I know its a dumb question but i have been looking everywhere and can’t find it my ball looks blockie or blocky if there is a word. You can still see the vetices and edges in my uvsphere. By the way i have 2.4 and a lot has changed thanks.

Smoothing on this link
http://mediawiki.blender.org/index.php/Manual/PartII/Edit_Mode

And subsurface on this link
http://mediawiki.blender.org/index.php/Manual/PartII/Subsurfaces