In order to help with this, we provide a Feature out of the box called the ViewFormsPagesLockdown Feature, which we usually just call the Lockdown feature for simplicity. If you're experiencing this problem and want to lock anonymous users out of your Forms pages, then you can execute the following stsadm command on your farm:
stsadm.exe –o activatefeature –url <site collection url> -filename ViewFormPagesLockdown\feature.xml
For more details visit technet:
http://technet.microsoft.com/en-us/library/cc263468(office.12).aspx