Not every game will allow you to force AA settings. You should always set AA settings within the game if possible, and if that fails then also attempt using CCC to do it.
If CCC can't force AA then there's nothing you can do, really. Some games like Crysis 2 lack an AA option but simply apply it when you select higher graphic settings. It's annoying... a lot of these games are console ports, and consoles don't generally use any AA.