IIS 5.1 and anonymouse access (php & odbc)

[Terry King]

Can anyone explain the pros and cons of running IIS 5.1 with Anonymous
access turned off ?

I am writing a php script which connects to an Access database with ODBC.
Running on my XP Pro machine at work I set up the IUSR user to have
read/write access on the database and it all worked great. At home with what
I thought was the same setup it didn't work and reported :
Warning: SQL error: [Microsoft][ODBC Driver Manager] Data source name not
found and no default driver specified, SQL state IM002 in SQLConnect
At home I don't have the same security tabs to allow IUSR access, presumably
because my home machine isn't on a domain ? I don't know. All I know is when
using Apache it worked and when using IIS 5.1 the only way I could get it to
work was by deselecting Anonymous access so I'd like to know if this has an
impact on the security of my computer. Really all I wanted was to run this
on my home intranet, I doub't whether I'll allow external connections.

Thanks for any help.
Terry