Do you have View > Pixel Preview selected?
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There is nothing wrong with that image. Illustrator antialiases paths, but only to a point. As a long time Illustrator user, I can assure you there is nothing wrong with the appearance of the path.
As Scott said, enable pixel preview and as the otehr Scott said, otherwise it's perfectly normal. If it's not visually acceptable, create the curved parts as separate parts, and apply an art brush with tapered ends, then adjust thickness to get a more pleasing appearance and make it blend with the straight lines. It is realyl merely a problem of the line being too thin to produce enough visible pixels.
thank you mylenium.i addad a a stroke more thick to the line path and got a more smoother result.although i would of liked it bo le left as is,nice and thin.but anyways bettter witha 3 point stroke than nothing.