It isn't immediately obvious how the sysop can configure a chat macro so that can have an anonymous nickname and yet still be moderated.

1) Copy the chatRoom macro from standard.tpl to webx.tpl

2) Modify the parameters so the following are always set:

<param name=initialSetName value=1>
<param name=anonymous value=1>

( this is usually surrounded by an %%if pathIsAnonymous%%
so you can just remove this test)

3) Create a chat room, setting the macro for this room to the one just
created in the webx.tpl.

4) Modify the access rights to the room so everyone is "moderated" access.

5) Enter the room. Users will first be asked for their name (with their
username already entered into the text box - but they can just over-write
it with an anonymous name).