Today I have moved my installation of Fallout New Vegas from my notebook to my desktop PC.
I have discovered I can't:

1) Disable VSync. Even if the checkmark is unselected in the configuration program, my game runs at a fixed 60fps (not that I need more frames but I was interested in how many frames my card can generate with this game).
2) Enable AA: I select 8 samples from the drop down list, I press "OK". If I restart the configuration program, the AA field is set to "Disabled".

I'm wondering if this is a known problem and if there is a possible solution to this problem.
P.S.: I'm using a Geforce GTX 580 with 266.58 drivers and the game runs at 1920x1200

VSync is controlled by this setting in the [Display] section:
iPresentInterval=1

1 = VSync on
0 = VSync off

Find the setting in Fallout_default.ini in the main game folder, and Fallout.ini and FalloutPrefs.ini in the savegames parent folder.

"..\Steam\SteamApps\common\fallout new vegas\Fallout_default.ini"

"C:\Users\\Documents\My Games\FalloutNV\FalloutPrefs.ini"
same folder name as "My Documents\My Games\FalloutNV\FalloutPrefs.ini"

You must change the setting in Fallout_default.ini, you may change the other two .ini files. It's probably best to change all three.

I don't have a good answer for the AA disabled.

The AA settings would be in the FalloutPrefs.ini file. Some examples of the settings in the [Display] section are:

bAllow30Shaders=1
;1 = allow, 0 = don't allow. With a 3.0 shader capable card this should probably be enabled, most recent (since 1997) videocards are shader 3.0 capable. Not sure that this actually does anything at all.
iMultiSample=4
; level of AA?
iMaxAnisotropy=8
; level of anisotropy
bTransparencyMultisampling=1
;1 = enabled, 0 = disabled. A GTX580 will do transparency with no trouble, when enabled this can be a problem for slower videocards.