As the title suggests, is there anything that needs to be done to have a short story published anonymously for the contests? I looked around and didn't see any indication of what to do, or maybe I didn't look into it enough?
Anything posted in the contest forums will appear under an anonymous poster for the duration of the voting, then be revealed once the results are in. It's all done by the software.
Also, if you look, the moderator that posts the thread for each contest usually posts a test reply to ensure the anonymizer is working. That's why the first reply is usually 'testing the anonymizer'.
