Allow Anonymous Access to the Password Reset Portal

How do I go about enabling Anonymous Access to the Password Reset Portal?
The following instructions don't seem accurate anymore.  Has this setting changed with Sharepoint Services 3.0 SP2?
When I click on "Settings" in Step 4 the only option displayed is "Permission Levels".

• Allow Anonymous Access to the password reset portal

• In this procedure you will configure the portal to allow Anonymous Access to users who need to reset their passwords.
• To allow anonymous access to the password reset portal

• 1. Log on to the password portal (http://<portal hostname/PasswordPortal) as an administrator.

  2. On the top right hand side of the portal homepage click Site Actions, and then click Site Settings.

  3. Under Users and Permissions click Advanced Permissions.

  4. On the Permissions page, click Settings, and then select Anonymous Access.

  5. Under Anonymous users can access, select Entire Web site, and then click OK.