Do you have an older nVidia card, armatata? The ATI cards generally come OK with their driver install, but sometimes you have to tweak the nVidia cards and their settings. My brain isn't pulling in the correct terminology, but "anti-aliasing" sticks out for some reason... ?? I don't remember what you change...
OK, I found THEBERBSTER's
How to change GPU settings thread in his
SH4 <> TUTORIALS <> HOW TO DO IT thread, which is highly recommended reading...