Here are the detailed steps you need to perform to turn on anonymous comments for your blog in Community Server 1.1:
(These may work in CS 1.0, but I have only tried them in 1.1)

1.  Log in as Administrator
2.  Go to the “Settings” Tab
3.  Go to the “System” Tab
4.  Go to the “Configuration” sub item just below the main tabs.
5.  Expand the “Anonymous” section of this admin page
6.  Change the setting “Allow Anonymous Posts” to Yes
7.  Hit Save button at bottom of page
8.  Go to the “Blogs” Tab
9.  Go to the “Manage Blogs” sub item just below
10. Hit the link for your blog
11. Change the setting “Enable Comments” to Yes 
12. Change the setting “Enable Anonymous Comments” to Yes
13. Hit the Save button at the bottom of the page.
14. Repeat steps 10–13 for every blog that you want to enable anonymous comments on.

Don’t you wish everything was this easy?