Is there a way to set document level security? I would like to use theAnonymous feature for the entire web site but have some documents not beAnonymous. For example I might have a finished document published butnot let anybody see supporting document or working documents thatsupport the finished work. I would like to keep all these files in onelibrary.
That's one of the new features of v3. In v2 you could keep thedocument you don't want seen in a separate document library.
I don't think there is a way to control the anonymous access to singledocument. You could always enable anonymous access for libraries and lists for asite, then enable only the libraries/lists you want anonymous access for.