Khiat,
To make sure the AnywhereUSB is installed properly, try connecting other USB devices to it (i.e. a USB mouse, USB keyboard, USB flash drive).
Also note the color/activity of the 5 port LEDs on the front panel of the AnywhereUSB. They should be solid green if a computer is connected to it. If they are roaming left-to-right, this means a computer is not connected to it.