When using subdivision surfaces, there are two ways to get sharp edges.

• Use Creasing, which is supported by many 3d apps that support Catmull Clark or OpenSubdiv subdivision surfaces.
  
• Or add support edges to your original mesh.
  

While I'm showing off adding edges in 3dsmax in this video, this is meant to be a general video for any 3d software. If you add the same edges in any other app such as maya, Blender, etc, you will get the same end results. So apply the theory to your 3d app of choice.

Oh, and during the video I show I have hotkeys to subdivide my mesh up and down. This is using my script modifySubdivIters for 3dsmax available here.