Best way to import STL or OBJ files

Is there a best way to import STL or OBJ files (mainly used for 3D printing) in CREO Parametric?

I was not able to get parts with a smooth finish by using the OPEN function, those little triangles do not translate well to a nice finished surface, they look really ugly and blocky after I export/save them using the Shrinkwrap option. 
Even on level 10 for Shrinkwrap they still look awful in the end! Wish they had level 100 in there...

Is there a better way to obtain a CREO part starting with an STL or OBJ file?
Thank you!

(I really hope I chose the correct location for this message)