First of all let me say that the support in this forum is outstanding (both from esim games and the community). Kudos to you all.
@Ssnake: I have no whatsoever mod installed. I'm running SB out of the box, patched to "SB Pro PE 2.328 Hotfix".
You are also perfectly right with your statement that "there is no inherent reason why AA should not be possible." The most likely explanation for my issues might be a driver-related flaw?
Anyway, as requested by you, I attach a dxdiag log file. Maybe you find something extraordinary in it. Let's hope.
I should also mention that the DirectX error message, shown in the jpeg-file, obviously only appears when (1) SB is in windowed mode and (2) the AA setting is changed in the CCC application while the simulation is running. Given that, the error message isn't that surprising because normal users are not expected to do that.
@HotTom: I tried several resolutions, but it turned out for me that the resoultion had no impact on AA. What you describe might be caused by interpolation (applied by the monitor when the selected resoultion differs from the native resolution). But I'm not a geek either.
DxDiag.txt