An unregistered anonymous user will receive a "user_id" of 0 when it is checked with [ad_conn user_id]. Object_id 0 is not a user, it is a party.
The forums package has a constraint that the user_id stored in the table as the author of the message must exist in the users table. So although the user_id passes the security check, it will cause a referential integrity violation when the attempt to store the message is made.
I will work on some instructions to make these changes to the data model. This seems like a general enough request that perhaps it should be a built in option.
If you will accept submissions from unregistered users, you will want to add some other form of control to prevet abuse.