Working fine for me on 4.1.2
All I have done is Style & Templates----->Style Manager----->Edit Templates----->Footer
Paste at the very end of your footer after the last </ div> tag:
Code:
<script src="http://js.anonym.to/anonym/anonymize.js" type="text/javascript"></script>
<script type="text/javascript"><!--
protected_links = "";
auto_anonymize();
//--></script>