"access denied" error against user Anonymous

We're testing Trackbacks with a new D6 installation, entering various types of postings just to see what works and what doesn't. I copied the trackback link from one node and pasted it into another. Whenever this link is used it generates a log entry that shows an "access denied" error against user Anonymous. Even when I, as user admin, click on the trackback link to go back to a node that I myself entered. The trackback URL is (munged) http://test.mydomain./trackback/77 and the response from all angles is:

<?xml version="1.0" encoding="utf-8" ?> 
<response>
  <error>1</error> 
  <message>Missing TrackBack url.</message> 
</response>

What are the rules for handling this? Thanks!