Você precisa adicionar um usuário válido ou ativar a conta de convidado se realmente quiser permitir logons anônimos. Veja esta questão relacionada em Falha do servidor :
To do what you want you'll have to enable the "Guest" account on the computer hosting the files and then grant the "Everyone" group whatever access you want.
"Guest" is a user account, but its enabled / disabled status is interpreted by the operating system as a boolean "Allow unauthenticated users to connect?" Permissions still control the access to files, but you open things up a LOT by enabling Guest.