It may just be a case of you havn't configured you're drivers properly. Take a look in the Catalyst Control Center (as much as I hate ATI's drivers compared to NVIDIA's), and check you're AA/AF settings under the "3d" section. You can spcify the AA to be controlled by the game (within the config) and the same for AF. It's usually better to let the game control the AA and AF (Especially in modern games) and use a driver setting like "Enhance in-game AA" (NVIDIA), which takes notice of where the game tries to apply the AA and just changes the type of AA being applied.
Having said that, have a fiddle with both driver and application controlled settings and see what works best for you.
Thanks
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