I have the same issue regarding Anonymous profiles.
I have enabled Anonymous profiles by editing the web.config as follows:
<anonymousIdentification cookieless="AutoDetect" enabled="true"/>
<profile enabled="true" defaultProvider="Sitefinity">
<add name="Sitefinity" connectionStringName="DefaultConnection" applicationName="/" type="Telerik.DataAccess.AspnetProviders.TelerikProfileProvider, Telerik.DataAccess"/>
<add name="ShoppingCart" serializeAs="Binary" type="espa.core.business.ESPAShoppingCart" allowAnonymous="true"/>
However, when I set the items in my ShopingCart, the data does not persist between pages. I know my code is working because if I use ASP.NET default provider it works. However, if I use the Sitefinity provider it does not work.
Does the Sitefinity provider support Anonymous Profiles? If so, can you please let me know what I need to do to enable this feature.