Configure it through local policy or GPO instead of using registry
Computer Configuration\Windows Settings\Security Settings\Security Options\Network access: Allow anonymous SID/Name translation
It can also be done directly in registry as asked
Under HKLM\System\CurrentControl
Set\Contro
l\Lsa
Create/edit TurnOffAnonymousBlock (DWORD) and set to 1
Reboot the server after the change to have it take effect.
http://support.microsoft.com/kb/839569