Turns out I missed step number 1 below.  For those of you wondering, here is how you turn an anonymous comments in CommunityServer:

1) Go to Admin | Settings | Configuration, and in the Anonymous section, set Enable Anonymous Posting to Yes.

2) Go to manage the blog that you set up and set Enable Anonymous Posting to Yes.

3) Go to Default Permissions for the blogs, modify the Everyone role, and set the Feedback permission to Allow.

Thanks to everyone who has been using the Contact form to send me feedback... should be easier now ;-)