Often there is a way to set filters in your newsreader program. I use Mozilla Thunderbird but I'm pretty sure OE and others do this too. In Thunderbird go to the "Message" menu and select "Create filter from message". You can have everything with "anon" and/or "anonymous" sent directly to the trash and never even know it was posted unless someone replies to it.
Some other newsreaders let you "kill file" particular posters too, sometimes as easily as with a ctrl-K hot key.