I want you to make a video or very detailed guide as to what you are doing. Whatever it is, it is incorrect. You should not have that dramatic aliasing unless you are specifically causing the problem.
All I did was create the blade with the pen tool, right click on it, chose "make selection" then copied and pasted it into the dashboard .psd. Then I positioned it and made copies of it for the rest of the blades. I transformed it horizontally for the right side.
If you fill your selection more than once, you will lose your anti-aliasing. That being said, you still didn't really specify how you were doing most of the process. How are you coloring it? Are you using layer styles? Are you just filling the selection?