Whoops... I knew I forgot something...

Yes, the game is in Z-Code, so Frotz (or any other appropriate interpreter) will do. A link to various Frotz versions can be found in the Frotz entry in the applications section.

Both Z-Code and Glulx can be generated using the Inform language by the way, so it isn't too surprising the two overlap at times

So which interpreter is required and where do you get it?

Let's see ... it's written in zcode (version 8), anchor.z8 is available at
http://ifarchive.org/indexes/if-archiveXgamesXzcode.html

Although curiously "Anchorhead: Special Edition Demo" the prelude to Anchorhead is written in glulx. Find AnchorheadDemo.gblorb at
http://ifarchive.org/indexes/if-archiveXgamesXglulx.html

Anyway, it looks a good game, time to download.

Feel free to share anything about Anchorhead (1998) here!