ArcGIS desktop + Append issue

I have created a feature class (fGDB) in ArcGIS 9.3.1 without mentioning the co-ordinate system.  After appending multiple feature class in the new one, i drew the map in ArcMap.  The line features are displayed in zig-zag way, no smooth curves.

So, again I created the feature class and mentioned the co-ordinate system.  Then the features appended became smooth curves.