OK, so storing it out on the bow pulpit would make the most sense. There are a couple of things you can do:
1) spring-gate carabiner attached to a lanyard. Clip the carabiner to the shackle on the anchor and cleat tie it to the anchor cleat. You really need static line for this, and even then it is tough to get it really good and tight.
2) The next option, and my preference is to use an anchor tensioner:
3) BOTH: I still use a lanyard and carabiner. The tensioner holds the anchor rock solid, and the carabiner and lanyard are for safety purposes. Particularly, so when the admiral dploys and retrieves the anchor, the carabiner and lanyard hold the anchor in place while she's either hooking or unhooking the tensioner.