This varies from the package you install, in ezwebin / ezflow the distinction is that anonymous (non logged in user) can only read standard content, while member (aka logged in guest account) can post forum posts / topics, comment and rate articles.
If you want to allow these things for anonymous user as well you would preferably need to setup captcha protection as well.
Edit: And as Ivo mentions, anonymous user is shared user for all non logged in users.
