Anonymous access is removed when Delegates are changed

Other the past couple of months, we've noticed increasing number of mailboxes
that do not have the "Anonymous" access set on them. Normally this would be
present and set to "None".

I noticed yesterday, that every time permissions were changed via the Delgates
tab, the Anonymous access would be removed.

This leads me to two questions:

1. How one earth do you get the "Anonymous" access back?
2. This happens in 2003 SP1 and 2003 SP2, so has anyone else come across it?

Jon