ZBrush outputs 16 bit grayscale maps, which need to be exported from the Alpha palette in the TIFF format. Other formats are 8 bit images, which do not have the color range necessary to create high quality displacements. In addition, you must ensure that both your rendering engine and any image editing software that you might use the displacement map with support 16 bit or float color images (rgb or greyscale) in order to get the correct displacements. If your software does not support 16 bit images, contact the manufacturer and put pressure on them to change that; 16 bit images are absolutely essential for high quality displacements.
just discovered in 3dsmax if you turn off “blur” (or turn it down to it’s minimum 0.01) you will get rid of the stair step effect when using displacement
Some soft don’t use 16bit greyscale bitmaps: converting the displacement map from Zbrush to RGB file then importing it in your displacement channel can resolve some of thoose “leveled” steps 
(tested on… cinema4d r8.5, since r9 the 16bit greylevel are supported)