I've tried it just now and the Ctrl&Shift and then check out in Attributes works fine for me.
I am on a PC, with Windows 7 and Bryce 7.

I made 3 spheres with the same material; made the middle one "not AA"and rendered.
The outside ones were as smooth as can be.
The middle one was as it should be: not aliassed.

I don't know if this helps.
Just wanted to let you know.

Corrie