Please, how can I get a better (perfect) anti aliasing when I create a 3D object for export?
I'm a bit confused by your question because antialiasing applies to rendering. Basically, it's the "jaggies" that appear along curved edges in an image.
In an exported object (or imported, for that matter), the smoothness of your edges will depend on two things. First is the mesh density. The more polygons your object has, the smoother its surfaces will be (as a fun aside, a circle is geometrically actually a polygon with an infinite number of sides). Second is the subdivision algorithm used by whatever program you take the object to. Subdivision takes the geometry of an object and smooths the surfaces without increasing the polygon count. However, each program has its own rules for this -- some you can set the amount of subdivision, while others (like Poser) give you no control at all.
To illustrate this, I created a quick image using a Poser torso. On the left, you have the regular mesh without any subdividing. If this kind of effect is what you're referring to with your question, and you're going for the effect in the right hand figure, then there are really two ways to solve the problem.
The ideal method will be if whatever software you're doing your final render in has subdivision. Turn it on. This is much easier on your computer than messing with a higher density mesh.
If you can't activate some kind of subdivision, then your only other option is to increase the mesh count. This can be done in ZBrush by clicking Tool>Modifiers>Deformation>Divide (it's on the second panel of deformations). Each time you click that button, the mesh density will be doubled. Each division will take longer, and be harder on your system than the one before because of the increased number of polygons.
Now if your question has nothing to do with all of that, and is instead regarding true antialiasing (which is the jaggies along all curved lines in a final rendered image, rather than the polygonal surface of a 3D object), then things are trickier. Again, it will depend on the software that you are using for the final render. Some programs will let you set the amount of antialiasing that takes place during the render process. Others (again, such as Poser), only let you turn antialiasing on or off.
If you can't get the amount of antialiasing that you would like from the software package that you are using, then you can use a trick of rendering your scene at at least twice the dimensions that you want, and then using Photoshop to scale it back down. This will take away most any aliasing, and is a good technique to remember with ZBrush renders.
Hope that helps you out!