1.  Browse to the Central admin site-->Application Management

2.  Click on Policy for Web application link in the Application Security section and select the web applciation.
3.  Click on Change Anonymous access policy and enable the Anonymous user policy.

下面是来自新闻组中的设置步骤：
1. Enable anonymous access for a web application from the Central Admin. 
Central Admin Home Page > Application Management > Authentication Providers > select the Membership Provider (authentication.aspx) and enable anonymous 
access from the next page. 
You don't have to do anything on the IIS Manager ... enabling it from the Central Admin page will also enable it on IIS. 

2. Explicitly turn it on for the sites you want to be accessed anonymously. 
Browse to the site, click Site Settings > Advanced Permissions > Settings >Anonymous Access (setanon.aspx) and turn on anonymous access for the site. 

下面是如何使匿名用户访问使用WSS 架设的Blog
Anonymous Access: How do I get it to work on a blog item? 
 
1.  Browse to the site as admin.

2.  Click on View all site content.

3.  Click on the Posts list

4.  Click on Settings-->List settings and then click on Versioning settings

5.  Select NO for the content approval option.