We do not recommend using Anonymous FTP as it is a security risk. (Because it allows any person to access FTP without identifying themselves.)
I think it is on! In this case simply login to cPanel and click the Anonymous FTP icon. Uncheck both boxes ("Allow anonymous access..." and "Allow anonymous upload...") and click the Save Settings button. You will see anonymous@domain.com and ftp@domain.com in your cPanel, but they are not enabled if both boxes under Anonymous FTP are unchecked.
If you are connecting and see a 'pub' folder, then anonymous FTP is not enabled. (That folder is not on your account; it is on the server.)