Very few consumer-level 3d accelerators support line AA, actually. However, full-screen antialiasing can be enabled by setting a few members of your presentation parameters:

Swap effect: Discard. The documentation seems to suggest that this is mandatory - however, while some drivers do not strictly require it, it is usually a good practice to do as the D3D team suggests ;)

Multisample type: The default is none. To enable antialiasing altogether, either set this to non-maskable or one of the other modes your card supports.

Multisample quality: non-maskable aa modes have a quality setting associated with them. This generally controls the number of sample points within the aa kernel; however, there is not a 1:1 correspondence with the quality index and the actual sample count.