Ok, quick breakdown:

11 Registered User(s) - That means 11 people are logged into an account, and do not have themselves set to invisible in their profile. If you are set to invisible, you do not show up here at all, nor do you show up under Anonymous. If you only have it set to hide what post you are reading, you show up in this section, but other users simply see that you are online.

7 Anonymous User(s) - This means 7 unique IPs have visited some part of the site in the past 10 minutes, and did not log in (as logging in instantly deletes the anonymous entry). Again, many of these entries are typicially web bots, though lurkers count here as well. If you consistantly visit from the same system, cookies are still used to track unread messages. This however will not merge with your unread settings when you log in.