Unless NONE of your web users EVER login or you run only one web site(!) ... you can't rely on an 'anonymous' entry...
in database ACLs to allow everyone in.
If you have a web site that is used by anonymous users AND by people who may already be authenticated with domino you need to make sure that -Default- has the same access as anonymous.
If -Default- is set to 'no access', someone who's logged in to another site but isn't in the access control list for your site will get repeated prompts to login - since they aren't anonymous that setting doesn't apply to them.