I always try to get the crew to lower the anchor under control while I go slowly astern. When the cable is out to the requisite length, I give it a good burst astern to straighten out the chain and bed in the anchor.
A recent thread with some useful ideas <A target="_blank" HREF=http://www.ybw.com/cgi-bin/forums/showthreaded.pl?Cat=&Board=pbo&Number=529618>HERE</A>.
some like a good hard tug to bed them in. others, my delta for example, will skid across the bottom and prefer to be allowed to settle in their own time.
pich a safe place and experiment. the results may also vary according to the type of bottom.