I usually do that as well (and have a fairly powerful PC to manage that for most games). Unfortunately, I couldn't do that at all for Divinity 2. I have an nVidia graphics card and I used the nhancer tool to try all sorts of compatibility settings, but none of them could force the AA in that game. A google search revealed that several other people had the same problem, and the in-game AA setting was completely ineffectual as well.

AA (and the ability to force it if not natively supported) is one of the reasons I usually prefer PC versions of multi-platform games. The jaggies on Divinity 2 seemed especially bad to me (particularly as the game had fairly poor performance even in the absence of AA, although hopefully at least those issues have been addressed in the re-mastering).