In my proftpd.conf,the section about Anonymous is like this:
<Anonymous ~ftp>
User ftp
Group ftp

# Allow logins if they are disabled above.
<Limit LOGIN>
AllowAll
</Limit>

# We want clients to be able to login with "anonymous" as well as "ftp"
UserAlias anonymous ftp

# Limit the maximum number of anonymous logins
MaxClients 10

# We want 'welcome.msg' displayed at login, and '.message' displayed
# in each newly chdired directory.
DisplayLogin welcome.msg
DisplayFirstChdir .message

# Limit WRITE everywhere in the anonymous chroot
<Limit WRITE>
DenyAll
</Limit>
</Anonymous>

But when I want to connect to the server,there is an error:
220 ProFTPD 1.2.10 Server (ProFTPD Default Installation) [127.0.0.1]
USER anonymous
331 Anonymous login ok, send your complete email address as your password.
PASS xxxx
530-Unable to set anonymous privileges.
530 Login incorrect.

What does the message mean?
Does it mean the account 'ftp' in the server is not available?
The section of the account 'ftp' in the file of passwd is like this:
ftp:x:14:50:FTP User:/var/ftp:/sbin/nologin

What is the problem?
Why I can't connect to the server anonymously

have u tried webmin , you could easily setup proftp with it

http://www.webmin.com/

Try the source tarball for Proftpd. It comes with alot of documentation, mini-Howto's, complete config's, and even an example anonymous one. The Howto about debugging will also show you how to find out just what the server is doing.

I have read the example of anonymous config.
But I don't think there is any difference between my config and the example.
So I come here,and want to get some help