Get anonymous user

Hello,
I am trying to get an anonymous user using the following:

MembershipUser user = System.Web.Security.Membership.GetUser();
However, user is null. On my Web.Config I have the following:

<anonymousIdentification
cookieless="UseCookies"
cookieName=".AnonymousIdentification"
cookiePath="/"
cookieProtection="Validation"
cookieRequireSSL="false"
cookieSlidingExpiration="true"
cookieTimeout="10 ...