How to remove antialiasing for sprites?

If you want transfer bitmaps and sprites in their exact resolution to the screen, such that each individual pixel in the bitmap is projected in individual elements in the display, then DirectX isn't the right development SDK. You should use GDI or GDI+.

If yours is a 2D game, you can use DirectX, for example, making Z=0 for everything. But the environment is still a 3D world.

If yours is a 3D game, then DirectX is OK.
In this case, sprite isn't adequated to a 3D environment.
By conception, sprite is a small bitmap for fast local animation. It was widely used in the DOS era, when graphic capabilities were strongly limited. Instead of refreshing the entire screen, on could refresh just the sprite.
Sprite is a 2D entity.

When using DirectX, the program has a 3D space where a 2D entity is actually a 3D entity reduced to a simple surface. Assuming the projection plane as the screen, if a 2D entity is projected in the screen, then a pixel of a bitmap to appear as an exact pixel in the screen is matter of pure coincidence.

To guarantee what you are looking for, the only way is:
1) The game is 2D (or at most, 2.5D)
2) Z=constant for everything (can be any value)
3) Your space is absolutely equal to the window (or full screen)
    Please note: You cannot change neither screen size nor make it full screen.
    Ex.: Your game 2D space is 320x200, then the window is 320x200 or
    your space is 800x600 then Windows resolution is 800x600 full screen
    You can chose window or full screen, but not allowed to modify it.
4) Projection mode must be orthogonal: no perspective
5) The camera (or observer) is in the Z axis

If the bitmap is viewed in perspective, which modifies the projection depending on angles and distances, then DirectX will render such bitmap, causing the effects you want avoid to.

Conclusion: To achieve what you want with DirectX, your program should comply to the 5 conditions above. Anyway, it will be a 2D game.

Jose