Anchoring your boat is easy but if you don't follow basic rules,
your pride and joy will float away.
Take a look below at # 1, when you lower your anchor it will just be sitting there on the bottom, and that's not good enough for anything but the calmest most temporary of visits. To be secure, the anchor must be set by pulling it (blue arrow) sideways, # 2 with a little tugging by your boat, the points will dig in creating a strong temporary home for your boat, # 3 & 4.
There can be an endless discussion about anchor types and anchoring techniques but for now, lets just help first timers get hooked.
Notice in the drawing below, the anchor line (rode) is laying on the bottom. When this vessel pulls on the rode it will dig the points in and stay put. If the rode were shorter, say almost straight up, any pulling would lift the anchor right out and you would be set free to drag somewhere bad. (rocks, or into another boat) So it is obvious that the longer the rode is, the better your anchor will set and stay set.
Drawing courtesy of West Marine
Okay, you have the basics, lets talk through what you do to anchor that monster.