I've got AD authentication working just fine.  It auto logs in domain users which is great, but some users only have local user accounts and are prompted with a windows login box.  How can I get it so those users whom can't authenticate via AD to be auto logged in with an anonymous or guest account?  Is it even possible?  I've searched around the forums for an answer to this and from what I can make sense of I can't have auto-login in order for this to work.  Does that sound about right?

I'll have to check out SW.AutoLogin but in answer to your question there's no auto login built into the core other than what's provided by the AD Provider. The provider only automatically logs in users that are part of the Active Directory. The problem you're having with local users is one that anyone that has their site available on both an intranet and the internet face. What a lot of us have done left the site in mixed mode (<add name="Authentication....." />) commented out and then put a link that points to windowssignin.ascx for Active Directory users to use. When the site is setup like this there is no auto login but it's only a quick mouse click away. If you go to http://www.bus.nait.ca and check either the I Drive page or the Computer Problems page you'll see the link I'm talking about.