Hello,
If you are using the newest version of PsychoPy with pyglet, you might be able to switch on MSAA to get anti-aliasing. Use the multiSample=True and numSamples=8 or 16 when starting your window (make sure useFBO=False). Keep in mind MSAA results in a performance hit on older graphics hardware and is a bit different visibly than the usual alpha blending technique.
I recommend trying this if all else fails.