I run at 1600x1200x32 at ATI's default max quality setting.
I noticed that when I first start AH2, I don't have FSAA. I simply switch to 1024x768 and FSAA is restored. Then I switch back to 1600x1200 and FSAA remains enabled.
I don't recall when this started happening to me, only a few patches ago. But I know this solution has worked for me every time.
Contrary to my sig, I am presently running Cat 4.5