Here are cropped screenshots of Unreal Tournament to demonstrate the problem.
Top: Linux, setting 4x antialiasing with the environment variable (software described in my first post)
Bottom: Windows, setting 4x antialiasing with the NVidia system tray applet (WinME, NVidia driver 30.82, UT 436, OpenGL)
I'm probably just making some stupid mistake... I'm sure I'm setting the environment variable properly though.
Oh, btw, both those shots are from the same computer.