You set up the environment variable with the EXPORT command. For example, with a console (you DON'T require to be su or root):
This will set 2x AA in Quake 3. You MUST launch the game from the very same console where you wrote the export command.
There's a way to set environment variables right from startup. I'll come back to that later.
(Isn't it refreshing to answer questions NOT related with RH 7.3?