Tiago,
This is almost certainly a URDF issue, and not a MoveIt issue. If you don't get a good answer here, there's a good chance that someone at
http://answers.ros.org will be able to help.
When generating the URDF, you definitely need to put the coordinate systems in the right location (at the joints). Otherwise, ROS has no idea how your robot is constructed, kinematically. I think the issue your seeing with the "exploded" robot has to do with which mesh files you're using.
Most robot assemblies that you download from manufacturer's websites are generated such that the origin for each individual part file is located at the assembly origin. This makes the assembly model easy to create (mate all origins coincident), but means that those individual part meshes have origins well outside their mesh-boundaries. When you reference a mesh file in a URDF, the syntax specifies both a filename and an offset from the link origin (a.k.a. Solidworks Joint Coordinate System) and the mesh-file origin. The Solidworks URDF exporter tool creates the URDF with a zero offset between the mesh origin and link origins. It also generates a new set of STL output files, that have been shifted so that their origins lie at the expected locations.
If you are using the original motoman STL files rather than the Solidworks-to-URDF generated STL files, then ROS is rendering each mesh such that its origin (typically located at the robot's base frame) is instead located at the joint frame. This would cause the behavior you're seeing: correct motion, but "exploded" mesh visualizations.
Make sure you are using the correct mesh files and see if that fixes the problem.
If you'd like to use the original mesh files for some reason, you can either adjust the mesh-data offsets in the generated URDF file, or use a mesh-editing program (e.g. MeshLab) to shift the meshes so that the origins are in the expected location.
Finally, as Shaun pointed out, we have a fair amount of Motoman support available under the ROS-Industrial set of packages. Feel free to look around and see if any of this info would be helpful:
http://ros.org/wiki/IndustrialGood luck!
Jeremy Zoss
Southwest Research Institute