It will always render a 4:3 ratio picture as the anamorphic part is describing how it is displayed. If you want an 16:9 movie for the web etc then enter in custom frame dimensions like 1024 x 576 for PAL when you export.
If going to DVD, leave the movie ‘squished’ and set it as a 16:9 asset in DVDSP. Peoples DVD players will then do all the hard work
Peter