ZBrushCentral

Why this Normal Map

Hello everyone, it´s my first post here, and some days trying Zbrush 3.5 R3. Now that I know sculpting beginnings I am trying to create the normal map, but the results are awful. My steps:
1.- Create a basic cube in max, and export as obj
2.- Open the obj in uvlayout, create the uv´s and export as obj.
3.- Import the obj in Zbrush 3.5 R3, sculpt and finally increase the subdivision level to 7
4.- Go to level 3 - delete lower - export as obj
5.- Go to level 5 - delete higher - create the normal map with a 1024 resolution.
6.- Clone NM to go to map rollout, export the map and… I see this aspect.

Anything wrong in my process, any settings I forgot?
The map, the model in Z, and configuration.
<img src=“http://www.zbrushcentral.com/pixo/atn.gif”>

<img src=“http://www.zbrushcentral.com/pixo/atn.gif”>

<img src=“http://www.zbrushcentral.com/pixo/atn.gif”>

Best regards