This Boat-Ed safety course video discusses techniques for anchoring boats and retrieving anchors from a boat.
Let's say that you've been cruising a while and you decide to stop and fish or swim or just relax. The ideal place is a well-protected area with plenty of room, adequate depth and a sandy or muddy bottom. Start by heading slowly into the winder current; to a position upwind or up current of where you actually want to be. Then stop the boat and lower the anchor over the bout to the bottom.
Next, slowly back away down wind or down current; letting out about 7 to 10 times as much line as the depth of the water; depending on the wind and wave size. Then secure the line to a bell cleat and pull on the anchor line to make sure the anchor's set. Never anchor from the stern because it can cause the boat to swum. The bell is designed to ride through waves; the stern isn't. To retrieve anchor, move the boat directly over the anchor while pulling in the line.
Courtesy of www.boat-ed.com