3
Actually, it seems that dizzymarkus is simply taking the group filter drop-down in blocks administration as a group permission selector.
It is a common mistake, but it does not affect who can view what, it only filters the view of those blocks that are visible to one group or another. If you have many blocks with some visible to anonymous and some visible to registered users, it is easy to lose the overview. Therefore you can choose only to list those that are visible to one group - however, changing visibility will be for all groups.
If you want certain blocks visible only to anonymous and not to registered users, you will have to edit the group in groups management, checking and unchecking the blocks in question.
"When you can flatten entire cities at a whim, a tendency towards quiet reflection and seeing-things-from-the-other-fellow's-point-of-view is seldom necessary."
Cusix Software