First of all there are two types of AA the program can enable it itself OR you can force it using nvidia-settings. I believe in the second case indeed AA won't work because it isn't offered on plain FBOs. In Wine we offer AA support (it is called multisampling) but due to some Nvidia driver bugs we have this code enabled (the bugs have been fixed, so I could re-enable it again). If you enable the Multisampling key (see http://wiki.winehq.org/UsefulRegistryKeys) the program should be able to enable AA again IF you enable it inside the game. This method of AA works using GLX and on Nvidia it only offers upto 4x. We still need to add proper multisampling support in Direct3D using FBOs using the FBO_multisample extension. I'm not sure if you'll get AA right now in your game but you could try it.
