What is Anti Aliasing Fliter?

Anti-aliasing filters are generally used so that when an analog signal is sampled, the effects of aliasing don't appear in the samples. When you sample a signal at a sampling rate fs, you're limited to representing frequencies up to fs/2. If there are frequencies above fs/2 in the signal, they will be "aliased" and will appear as different frequencies in the samples, sometimes overlapping with existing frequency content. Anti-aliasing filters are typically low-pass filters that remove frequencies above the sampling frequency, but the term could be applied to other scenarios as well.

The wiki articles on aliasing and anti-aliasing are a decent reference;
http://en.wikipedia.org/wiki/Aliasing
http://en.wikipedia.org/wiki/Anti-aliasing