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If the system doesn't allow posts from users who are not registered, and a user who is not registered is nevertheless posting, then you might have a serious situation. Like somebody having access to your database. So that's not to be taken lightly. XOOPS Protector helps, of course.
But there're forums in your board where anonymous users can at least reply to posts (like in Preguntas, sugerencias y comentarios)
First step to enhance the security of your site: Don't reveal ANY path (to folders or files, like here to your "trusted" folder) that's specific to your userspace on your webserver here on this board. You may want to edit your post above. Also, perhaps you could delete or mask the spam URL that you quote above. No need to give him an additional link.