Done this about 10 months ago for another site and today gut stuck a bit wondering where is it so here it goes - a note!
Under central Administration go to Application Management and find the link to Application Providers under Application Security section.
Make sure you have the right Web Application selected at the top right dropdown list and click on the zone, tick Anonymous Access and save it.
Final part is to go to the site you want to enable anonymous access and open Modify All Site Settings. In there under Users and Permissions go to Advanced Permissions where under Settings you need to open Anonymous Access and set it up as required.
