It is the weirdest thing..
I have enabled anonymous access in Central Administration>Application
Management>Authentication Providers.
I also enabled it on the portal itself..
AND..
I went into IIS and configured the security settings to allow
anonymous access..
AND
I went into the virtual directory and changed the security settings
on the appropriate folders (ex. the port number is 12345 so I enabled
anonymous and everyone on that folder and cascaded the permissions
downward to the child objects)

And anonymous users cannot see any of the images defined in the
stylesheet. (kept in the style library which also allows for
anonymous access)
The example I refer to is the background image on the top level menu
buttons...when I log into the site, I can see them, when I go to the
site as anonymous, I cannot.
Any ideas?