I have anonymous accessed SP2007 site with a list, which has anonymous access to add item. When I am trying to add item, login prompt is shown.
I have tried with default.master and with my master page, both maked a problems.
Do you know how to solve it?
My assumption here is that the page is trying to access some other resource / information on the page that is in a secure section of your SharePoint site. This could be a lookup field to another list that does not have anonymous access or even an image that is on the page/master page that is in a library in SharePoint that you do not have anonymous access enabled on.
My suggestion may be to look though the page and try to narrow down what could be. You may find tools such as Fiddler will help to allow you to see what is being requested and getting access denied (providing you just cancel the login box three times).
Hope this helps.