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I just found this one out...
Go to Control Panel Home >> System Admin >> groups >> edit "Anonymous"
Now set your permissions for anonymous users to access things. I set mine up so that anonymous had unlimited access to my blocks (for now...so I can tweak it backwards later) and I'm giving them module access as well to things I want them to be able to see such as the forum.
After making your changes, save them and you should be able to have anonymous see more stuffs. Also, don't forget to tweak what you want your front page to be. For instance, I have mine set as 'forum' since that is the driving area of my page and I have a quick news block at the top for various announcements. You can select what you want displayed and where by going to Control Panel >> System Admin >> blocks >> and edit the block of your choice. Then you select the area's you want the block to display in...such as on the forum and news page. Hold down the control key on your keyboard when selecting these pages under "visible in" on the edit page for you block...then save and your set! XOOPS is about the easiest CMS I've used yet!
I only installed it yesterday for the first time and already I am getting a really professional looking page up and running!