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1. Administration Menu / System Admin icon / Blocks
Edit the block you are interested in (you may have to adjust the filter to see it in the list) and in the 'Visible in' list select 'All Pages'.
2. Administration Menu / System Admin icon / Groups
Select Anonymous Users - Modify and check/uncheck the blocks that anonymous users should see.
For registered users do the same, Groups Main / Registered Users - Modify.
Marius