Anybody using Cookie SSO? If so how do you have authentication configured?

I have Authentication set to "none' in my web.config.  I have all authentication options disabled in IIS.  My issue is that I don't get redirected to my parent application for authentication and cookie creation unless I set the Telligent Anonymous user to disapproved.   Otherwise, the site loads in Anonymous mode and I have to click on the User Icon to initiate signon.  This is not acceptable in my environment.  Once the Anonymous user disabled, it works perfectly.  I have contacted support and they insist that disabling the anonymous user is not supported, but I can't figure out how to get this to work without doing that. Having the user disabled also causes the SDK to fail authentication as well so I need to enable it and still have Cookie SSO work seemlessly.