What should you do?

You have a SharePoint Server 2010 server farm that has a Web application named WebApp. WebApp contains a site collection that is accessed by using the URL http://app.contoso.com.

You configure anonymous access for WebApp, but users are unable to log on anonymously.

You need to allow anonymous access to http://app.contoso.com.

What should you do?

A.
From Site Settings, configure the Site Permissions.

B.
From Site Settings, configure the Portal Site Connection.

C.
From Central Administration, configure the Permission Policy.

D.
From Central Administration, configure the Authentication Providers.

Explanation:
BURGOS MNEMO: "allow anonymous access" = "Site Permissions"

The article below gives step-by-step instructions on how to configure anonymous access for WebApp and its sites:

Enable anonymous access in SharePoint 2010
http://www.topsharepoint.com/enable-anonymous-access-in-sharepoint-2010

Notice that in the question it states "you configure anonymous access for WebApp, but users are unable to log on anonymously".
So, the first step of the configuration is completed, now you need to go to Site Settings > Site Permissions and click on Anonymous Access option.