So it may come as some surprise that the StarCraft II engine doesn't feature native implementation for anti-aliasing. Rather, NVIDIA and ATI have been left to force the jaggy-smoothing support via their respective driver control panels. NVIDIA's brute-force approach, enabled through the latest ForceWare R256 set, isn't as elegant as having in-game AA options, and ATI's now jumped on the same control panel-based bandwagon with a hotfix Catalyst 10.7a driver that you can find right over here.
We're not sure what Blizzard's been playing at by not having in-game support, but there you go. Remember, folks, adding AA on GeForce and Radeon cards will require a trip into the control panel and manual selection of the anti-aliasing level. Happy playing!