Windows Security - Event ID 538

Can any windows experts out there please enlighten me what's going on here and should I be worried?

Event Log has been filling up with the following message

Event Type: Success Audit
Event Source: Security
Event Category: Logon/Logoff
Event ID: 538
Date: 28/01/2006
Time: 00:07:54
User: NT AUTHORITY\ANONYMOUS LOGON
Computer: LONDON
Description:
User Logoff:
User Name: ANONYMOUS LOGON
Domain: NT AUTHORITY
Logon ID: (0x0,0x43A8F0)
Logon Type: 3

I am using W2K PRO. there's only me that uses the uses pc. In Audit policy I set:
Audit account logon events Success, failure
Audit logon events Success, failure

Hi, as the log says an event is being recorded every time you log on / off. This may be helpful: http://www.microsoft.com/technet/pro.../logevnts.mspx