Creating a subscription link for anonymous users using the notifications and notifications_anonymous modules
This is a quick summary, will come back later. Once you have download the appropriate modules and set up the subscription types and such, you can create a link that will work for anonymous users by doing the following. Note that this link is to subscribe to all content of type 'story'. You can change the fields options to how you the subscription you are attempting to provide in the link.
print notifications_build_link('subscribe', array('uid' => $user->uid, 'title' => 'Change this to your link text', 'type' => 'nodetype', 'fields' => array('type' => 'story'), 'confirm' => TRUE), 'subscription', NULL, 'link');