We have fabricated nanometer-scale gold dipole antennas designed to be resonant at optical frequencies. On resonance, strong field enhancement in the antenna feed gap leads to white-light supercontinuum generation. The antenna length at resonance is considerably shorter than one-half the wavelength of the incident light. This is in contradiction to classical antenna theory but in qualitative accordance with computer simulations that take into account the finite metallic conductivity at optical frequencies. Because optical antennas link propagating radiation and confined/enhanced optical fields, they should find applications in optical characterization, manipulation of nanostructures, and optical information processing.