Well first, to get rid of the anonymous stuff, just comment out or remove the <anonymous> stuff </anonymous> lines from your config and restart the server.
Remember, proftpd simply uses system users for its user database, nothing special.
Well, depending on how you compiled it, the config file goes in a particular place.
But you can specify it with -c on the command line:
proftpd -c /etc/proftpd.conf
http://www.proftpd.org/ has some great documentation on Config parameters. I would go read up on those if you have particular questions. They also have a helpful mailing list.
Good luck.