This is a rendering artifact that you may have to live with if the depth test must be enabled while smooth lines are rendered. Not all OpenGL implementations support antialiased polygons. See the OpenGL Programming Guide, Third Edition , p452, for a description of a multi-pass accumulation buffer technique. This method performs well on devices that support the accumulation buffer in hardware. On OpenGL 1.2 implementations that support the optional imaging extension, a smoothing filter may be applied to the final framebuffer image.
Many devices support the multisampling extension.