"Anonymous login" means basically that--you don't need a special username or password.
Some FTP programs will have a checkbox or other option to use anonymous login.
If not, the same can be done by using "anonymous" as the username, and usually your email address for the password.
The email address is sometimes used to generate statistics, but usually any text similar to an email address will work.

This only applies if "anonymous login" is accepted by the site--otherwise a password may be needed.
If a site does use anonymous login however, there is no need to request a l/p, just login and share the music!