How do I force anisotropic filtering in my OpenGL programs?

First of all, you should make sure that drivers do not override anisotropic filtering.
In Windows, open the "Display Settings" dialog from the Configuration Panel, select the last tab (I think it''s called "Parameters") and click on "Advanced..."
Generally, Radeon and GeForce drivers let you control anisotropic texture filtering. You should set it to "let the application decide" or something like that. Otherwise, you won''t be able to control yourself the filtering using OpenGL.

Secondly, you have to make use of the EXT_texture_filter_anisotropic extension. Specifications can be found at the OpenGL Extension Registry. If specifications are not clear anough for you, feel free to ask for details.