Before I proceed let me tell you what I tell my clients. Do what works for you. I will describe the ideal way to do an anchor, but it doesn't have to be perfect. It has to work. Play around with the technique and find what works best for you.
A Memory
First you need to think of a memory. Some time, place or event in your life which has no sorrow or fear connected to it. A time when you were at peace, content and happy. Not giddy happy like on a rollercoaster. We are trying to bring energy down. A content and peaceful happiness is what we are looking for. Try to find a memory that has a lot of sensory information with it; sights, sounds, smells, tastes and touches. Forcing the brain to activate all five sensory fields requires more areas of the brain to be utilized in reproducing the memory, leaving less of the brain to focus on the trauma, anxiety, panic or fear.
If all of your happy memories are tainted with fear, pain or other negative emotions you might want to use a fantasy instead. For instance, a client's happiest memory was the birth of her child, but the child was killed in a car accident at age 7, so the happy memory brought sadness with it as well. Not a good choice for an anchor.
This is a place to be sure to do what works for you. Some clients try too hard to do it perfectly, finding a memory which illicits all five sense organs. However, if you have a more emotionally satisfying memory that only utilizes three sensory systems and it works to calm you down much better - use it! This is about calming yourself. This is not a test for who can perform the exercise most perfectly.
By the way, clients seem to find memories that involve water particularly peaceful for some reason. The form of the water does not seem to matter, whether it is being sprayed by a waterfall, standing in the rain or sitting by a lake. Water also brings a lot of sensory information with it, so that may be a place to start. However, I have seen every time of happy memory work. What is most important is that it is a beautiful, calm and happy memory for you and that it works to bring down your anxiety.
The Exercise
Once you have pulled up your happy memory, move through the senses it evokes one at a time and try to relive them. I will move through a scene at the beach to show you how this works.
What do you see?
"I see the blue and green water swirling together near a nearly perfect white beach. I see a blue, blue sky with fluffy white clouds and a glowing gold sun. I see palm trees behind me and white gulls floating in the sky to the right of me, then landing on the beach."
What do you hear?
"I hear the sound of the water lapping against the beach, the wind coming across the water and moving through the trees behind me. I hear the call of the birds to the right of me."
What do you smell?
"I can smell the saltiness and fishiness of the water."
What do you taste?
"Well, I've been swimming in the ocean water and when I lick my lips I can taste the saltiness."
What do you feel (on your skin)?
"I feel the water on my skin. The breeze is blowing past me and cooling my skin at the same time the sun warms it in a really delicious way. I fell the sand squishing between my toes. I feel the water lapping against my feet and ankles and sometimes splashing up on my legs."
Now sit with that memory for as long as you like or need to.
You have just done an anchor. Use it whenever you it to decrease anxiety or help calm you to sleep. Change it in whatever way you need to in order for it to be most effective for you.
Enjoy.