Lets take a look at destructive power.
Matter-antimatter annihilation yields all of the available resting energy of both the antimatter and the matter it's annihilating. This may be more than you expect. In fact it's at least 43 kilotons per gram. The kinetic energy of the impactor is nothing compared to that. Since your aliens are looking at weaponising this stuff then I'm going to guess they have the capacity to make and handle a lot of it.
So lets assume (for fun) that our aliens are throwing around munitions on the same order of size as a small naval shell, say 500 kg. Each kg is 43 Megatons. You've lobbed enough antimatter into the atmosphere to theoretically yield 21.5 GIGAtons. The Tsar Bomba, largest nuclear bomb ever detonated, was only 57 megatons (1.3 kg), and that had a mushroom cloud that reached above the stratosphere and an 8 kilometre wide fireball. Tsar Bomba's fireball was prevented from reaching the ground by the shockwave it produced (it essentially blew itself back into the sky), but that same shockwave entirely levelled a town 55 km from the blast zone and caused third degree burns at 100km.
So: Do you need containment?
Not really. If you can make enough of this to be viable for use in warfare then you can just aim for the planet and hit go.
As soon as the antimatter hits the atmosphere (which it will be doing really early on, even if the atmosphere is thin) it's basically going to turn into a rocket engine trying to power it's way back up to the stars by blasting all the normal matter below it out of the way. BUT! Unless you skim the shot off the atmosphere then it shouldn't be able to do that until it gets pretty far through the atmosphere. Most of the matter in the atmosphere is concentrated in a layer about 15-18km thick. Remember how big Tsar Bomba was? Even if your munition doesn't get anywhere near the ground it's still going to devastate it.
The advantage to antimatter weapons is that they'll keep exploding until they're completely consumed: Exploding high up in the atmosphere is still exploding: still creating a huge shockwave, and still creating huge problems for everyone below (like blinding people). Essentially you're going to have a Tsar Bomba going off continuously until all the antimatter is used up.
If it doesn't have sufficient time to turn itself around and leave the atmosphere before utterly fragmenting then it's just going to turn into a raging fireball, and it's likely that fragments of it will in fact be propelled downwards by air hitting the projectile from above (as air does have a bad habit of enveloping things), causing the 'explosion' to descend even closer to the ground.
And this is assuming that you didn't already give it enough power to hit the ground: If you've launched it downwards on a steep orbital re-entry path then it will be going fast enough that the outer layers of antimatter won't be able to create enough of a 'burn' to generate any meaningful thrust (due to the fact that it's annihilating it's reaction mass and blasting any further fuel away in an undirected fashion). It will, however, leave a wake of unprecedented destruction behind it on it's way to the ground, whereupon it's going to be surrounded on all sides by matter it can annihilate with.
Other answers have addressed that containment is possible. I'm just going to go out on a limb and say if you've got the ability to make any reasonable amount of antimatter then it really isn't necessary.