I use global settings (for all applications and desktop.
You could make an application-specific profile as well, but that is a little more complicated.
Start nVidia Control panel, then follow the image (click to zoom):
IL-2 Sturmovik is optimized for 4xAA 4xAF. You can set higher values to get a little better image quality, but that will put a greater burden on your graphics card and might taxe performance. ATI is much faster than nVidia when it comes to full screen AA and AF.
Set your AA and AF values as in the image (just click on the setting value to the right to get a list of choices), then click Apply at the bottom - Done.