Linux multisamples fail with SDL 2.0

Can someone tell me if there is a known problem related to Linux and
multisampling? With SDL 2.0 I can create a window and render OpenGL content
fine, but when I add multisampling:

SDL_GL_SetAttribute(SDL_GL_MULTISAMPLEBUFFERS, 1); // if these two lines
are here
SDL_GL_SetAttribute(SDL_GL_MULTISAMPLESAMPLES, 2); // then SDL_CreateWindow
returns nil
SDL_GL_SetAttribute(SDL_GL_ACCELERATED_VISUAL, 1);
W := SDL_CreateWindow(‘Hello’, 0, 0, 200, 200, SDL_WINDOW_OPENGL or
SDL_WINDOW_SHOWN);

SDL_CreateWindow returns nil and SDL_GetError returns “couldn’t find
matching glx visual”

I’ve tested on my code on Windows and it doesn’t have a problem
multisampling.

I know my hardware can handle multisampling. I have steam installed on this
Linux machine as well as the latest proprietary drivers.

Hardware and software details:

Ubuntu 12.04 32 bit
X-Server version number: 11
X-Server vendor version: 1.11.3 (11103000)

OpenGL info:
Vendor: NVIDIA Corporation
Renderer: GeForce 8600M GT/PCIe/SSE2
Version: 3.3.0 NVIDIA 310.14

GLX extensions:
GLX_EXT_visual_info
GLX_EXT_visual_rating
GLX_SGIX_fbconfig
GLX_SGIX_pbuffer
GLX_SGI_video_sync
GLX_SGI_swap_control
GLX_EXT_swap_control
GLX_EXT_swap_control_tear
GLX_EXT_texture_from_pixmap
GLX_ARB_create_context
GLX_ARB_create_context_profile
GLX_EXT_create_context_es_profile
GLX_EXT_create_context_es2_profile
GLX_ARB_create_context_robustness
GLX_ARB_multisample
GLX_NV_float_buffer
GLX_ARB_fbconfig_float
GLX_EXT_framebuffer_sRGB
GLX_NV_multisample_coverage
GLX_ARB_get_proc_address