Enabling write permission for the anonymous user does not mean that anyone can write to your website

Allowing the Anonymous User write access does not pose a threat to your site security.

The Anonymous User is a Windows user which IIS uses to authenticate. Having write access does not mean that your web site visitor can write to your files, but rather, it allows the web server to write to your files.

Write access is necessary for certain types of applications, for example, if your ASP or ASP.net application needs to write to an MS Access database file, the Anonymous user must have write permission in order for the web server to update the database file.