I have a public facing site with Anonymous Authentication enabled. I have a "Shared Documents" section which are available to the public for download. However, when I click on one of those documents, it prompts me for credentials. If I click cancel, I get "401 Anauthorized" page. I get the same results whether I'm in or out the network using any computer. Now, here's the cool part about this mess, it works using Chrome. It only fails using IE, any version (8,9,10).
I have enabled Anonymous Authentication for the entire web site, I'm running the front end and app server on Server 2012, the database server is 2008 R2 (OS and SQL), the WAC server is 2012.