AFAIK, anchors are available and enabled out of the box. I've just tested on my site (2011.07 / ezoe 5.4dev) and it seems to work as expected but I've only tested by putting the anchor in the middle of a paragraph. Perhaps you are putting the anchor inside another element and you've found a bug in the parser or it's a browser related issue? In any case, could you try with a more recent eZ Publish build and if you are able to reproduce the issue can you report in it in the issue tracker ?