Hi delic,

> Is there a way to export with way more polygons ?

You should generally join surfaces together before exporting to a mesh format, joined edges will have extra work done during processing them to ensure there is a consistent vertex structure along the edge and that avoids cracks between pieces.

For generating more polygons, the first thing to try is to move the slider at the top towards the "more polygons" side, that will tighten up the angle meshing parameter and produce more polygons on curved areas of the model. If you want still denser yet you can expand the meshing options dialog by clicking on the little arrow in the lower left corner, and then use the "Divide larger than" option to force additional divisions, see here for an example:
http://moi3d.com/forum/index.php?webtag=MOI&msg=2833.5

- Michael