Grog, place the anchor in the guide in the pulpit. Is it a fluke style anchor? If so, it wedges nicely in the runner up there - that's what it's meant for.
Make up a 4 ft. length of 3/8" three strand nylon with a spliced heavy S hook at one end, get a heavy duty SS hook that fits into a link, I got one at West. I think in the sailing section.
Place the S hook into one of the chain links, and tie off the other end under tension to the cleat in the middle there.
You can sleeve or PVC coat the few links on the pass into the compartment to protect the opening.
I use the same setup even thought I have a windlass, to secure the anchor just in case the windlass lets go, don't want the anchor falling from the boat at high speed!
This is the KISS plan, if you are interested, and $$ cost effective (vs. those other tensioners mentioned).
Have fun.