As far as I know, STL meshes don't have any normals - try this:
1. select an object
2. go to the Object Parameters window
3. scroll down to the Display section
4. make sure Smoothing is set to 'Smooth'
5. set the Smoothing Angle to something like 60.0
6. click 'Recalc'
This should create smoothed normals for your object, so that it won't render with a faceted appearance.