I think you're referring to antialising. It's typically an all-or-none phenomena. In versions 1.4 and 1.5 you can turn it on with the system property swing.aatext:
$java -Dswing.aatext=true MyProgram
So from within your program you can play with System.get/setProperty to change the "default" to true: I've read in this thread that this unsupported feature seems to have gone away in Mustang. There you should turn on antialiasing in your desktop settings.