Do you mean because you've seen them on the Who's online" screen?
Like how can a Anonymous visitor be in the chat room kinda thing? Or viewing their "My Home" page?
Or, you saw a post pop up by an anonymous poster? (other than Anony)
Maybe you should just send a link off to the techies here, lol. Let me know though, what they say. This stuff is like a puzzle to me and I either have to figure it out, ask someone for the answer, or let it drive me up the wall.