It's really easy, actually. Right click on your destop, goto settings, click the advanced button. The menues to access the Antialiasing and Anistropic Filtering differ based on which company/driver suite you use.
For nVidia, click the tab that is labeled the same name as your card and then click on Performance and Quality. Click which one you wish to change, AA and/or AF, deselect Application-Controlled and adjust the slider to which setting you wish.
For ATi without the Catalyst Control Center, click the tab that is labeled OpenGL or Direct3D, based on which you use ingame, and then deselect Application Preference and manually set the slider for AA and AF.
If you don't have the OpenGL or Direct3D tabs, then it'll be under the 3D tab instead. There, you may select either OpenGL or Direct3D and click the "Use Custom Settings" box, and then click the Custom settings button to get into it. Deselect Application Preference and adjust the slider.
For ATi Drivers with the Catalyst Control Center, open it from the Start menu (Going from screenshots) and open the 3D side menu. You may either go to Anti-Aliasing or Anistropic Filtering, where it'll have a little preview box to show how much difference the setting makes. Or, you can go to No Preview, deselect the "Let the application decide" box, and set the slider to where you wish.
For other cards, I have no idea, sorry.