Once you have created your shape in Illustrator, select/highlight the whole shape you have created, Go to Edit > Copy to copy it (CTRL + C shortcut), then paste it in Photoshop > Edit > Paste (CTRL + V shortcut) select Smart Object when prompted.
Hi sorry I guess that was pretty obvious .. just a bit nervous around illustrator. Did as you suggested but still getting the same issue.
I appreciate your patience!
Funny nobody mentioned this tutorial that mr. Smith wrote...
Hope that helps. Normally I don't save to gif but to png or jpg.
heya wotnow. The "same jaggedy edges in illustartor" on you example blue line is a representation of the drawn path before any stokes are applied.
To add what members have said, in your example I would create a Closed Path.
You can quickly check all your paths in Illustrator.
Thank you for providing your screen shots.
It helps members to better help you.
Thanks everyone for your help but it seems to make no difference as to whether the object is created in illustrator or ps. Below is the object created in Illustrator
the Cmd A, C and then V in ps
PS the blue image in my very first post is an old one.