I´m not sure if I have understood your problem but if you want smooth lighting with gouraud shading, the vertices of the different parts have to be merged.
If you want a hard transition, don´t merge the vertices. Both methods can be desired and useful.
The model in the picture looks as if the vertices are not merged, in other words the model has several separated meshes. Just select the vertices and merge them in MED, then the transition will be smooth.