hi , I would like to be able to play oblivion with HDR and AA. I heard this was possible if I forced AA in the nvidia control panel then chose HDR in the oblivion settings .But it would seem that when I do this and check in game AA is not enabled . Does any body have any advice about enabling HDR and AA in this game simultaneously ,thankyou....Oh ,my graphics card is a GTX 460.

There's an option in the nVidia ctrl panel whereby you force AA on, over-riding any application setting. Note, it will be on all the time
You can then select HDR in the Oblivion options menu, but AA won't show there, even with it forced on, because Oblivion won't be controlling it.
It's very easy to test in game, what I've done is force weather to clear (so the suns out) and load a game outside, but choose on AA or HDR. Then force AA on via the control panel, lead game again and check/compare that AA is occuring. If it is, then close Ob and reload with HDR selected and check again!

yes,i have done this ...in the nvidia control panel i forced AA ,but actually in game[im not talking about the settings here] it seems to not have be on,

A completely different solution (if you have an lcd monitor) is to lower your resolution below your monitor's native resolution. This will blur everything very slightly. It's almost unnoticeable after the first minute, and removes or softens all of the "jaggies" that AA otherwise fixes.

For example, I have a 24' monitor with a native resolution of 1920x1200, but I've lowered the resolution to 1680x1050. Obviously its not a perfect solution, but if you are running a heavily modded game, its a nice alternative to AA while getting a little better performance.