While it certainly is possible for anonymous donations to be imported to a specific constituent record that is designated for anonymous gifts (rather than being imported to a named donor and coded as anonymous), the steps for how to do this will differ based upon the fields available in your data source.
We are certainly happy to help any organisation with paid support on a case by case basis. To begin that process, please send a copy of your sample data (if you are working with a data source other than File please refer to this Knowledgebase article) as well as a .xml file export of your template to our support desk via support@zeidman.info.