It might have something to do with the Steam Version. Assuming you're using Nvidia, make sure you get the right executable file in your game profile (maybe not use the default profile set up for the game)
I don't have it installed right now because I had to make a ridiculous amount of room to install Stranglehold off Direct2drive so I can't remember if there is an AA setting within the game - if there is, you can set it to low, then set it in profile to enhance the application setting, else override. I remember specifically using 16xAF and 16xQ AA from control panel and yes I know how to tell the difference
Note I'm talking about Dark Crusade here - can't remember exactly how the last expansion and the original handle this but I don't remember it not.This comment was edited on Sep 27, 12:40.