Anthony, who signed on a month's loan from Bolton on Thursday, reveals:
"I was hoping I could sort something out but I didn't think it would be West Ham, because that just seemed too good.
"I used to support West Ham and my family and everything are all West Ham supporters - so I couldn't really believe it when I got the call.
"I used to go and watch before I became an apprentice; I was still at school and I used to get along sometimes after South-East Counties games - but ever since then I haven't seen a game other than on telly.
"I used to go in the South stand, which is now the Bobby Moore, with a couple of mates.
"I was watching around '85,'86,'87 - it was a good period because McAvennie and Cottee were doing well.
"I liked Devonshire - he was one of my favourites - and I have to mention Alvin Martin because I am a defender!
Fellow fan Rob Lee said when he signed at Upton Park that it had taken him 20 years to get there - for Anthony, also a former Charlton player, a little less.
Family and friends are delighted, and he adds:
"I had my cousin phone me up today and he said everyone at his work all had season tickets, and he has had more emails and phone calls today than he has had all month.
"I have family who live in Essex and Southend and my dad was from Tilbury; I have uncles and cousins all over the place there.
"It has been an ambition of mine to play for West Ham so I couldn't believe it when Sam Allardyce came and told me what could potentially happen - I just jumped at the chance to come down.
"I will have to see how things go for the month but I would like to get back down south and, having supported West Ham, it would be the best team to get to.
"But I don't really know what the situation is and we will just have to see what the next offer is, whether it is permanent, or extending the loan - but ideally, for me, it would be to move down."
Anthony can play either full back position and adds:
"That is where I have played most of my games, 90% of them, at left or right back, and out of those two I am not fussed though I am right footed naturally."
He has had the chance to meet his new colleagues and says:
"I have been in this morning to have just the one training session and then over to Upton Park to sign the forms and it has been all right.
"I know a couple of the lads such as Kevin Horlock from years back and Ian Pearce from his days at Chelsea, Robert Lee who was playing all the time, and I obviously recognise other players - they seem a decent bunch of lads.
"I know Kev from when he was at West Ham the first time and I was at Charlton and we were both youngsters, so I have seen him about the place over the years and played against him."
And he has actually played with Alan Pardew at Charlton.
"He was playing there when I first came through; I think we had probably half a season together or something," he recalls.
"Alan was more on Robert Lee's side so that is why he got all the earfuls - but I don't know if I am calling him 'gaffer' or 'Pards' at the moment so I will have to see what the other lads are doing!"
It has been a frustrating time for Anthony at the Reebok, and he adds:
"I thought last year I did quite well but he obviously made quite a few new signings and I just haven't been getting a chance in the league this year, though I have been playing in the cup games.
"I have been on the bench for the majority of the Premiership games without actually playing or starting, so it was getting really frustrating."
As for the infamous defeat at Bolton last season, not to mention the business in the tunnel after the game about which there was a police investigation, he says:
"I didn't play in that but I was sub; at the time because it was so crucial I had to go with Bolton all the way.
"It made a big difference to us career-wise, so I had to go with them, but my brothers were cursing me and I was getting a few texts beforehand asking if I could throw it if I got on - fortunately I didn't have to make that decision!
"It was towards the end of the season and it was between the two of us who was going to go down, and that game gave us the confidence to believe we could stay up - and it probably knocked West Ham's, I would have thought.
"I didn't get too involved in all the off-pitch antics because we have got two tunnels there so we didn't see what happened.
"I know some action was taken against Joe Cole in that he got a ban but you never actually know what happened and what is reported to have happened, do you?"
As for the future, Anthony says:
"From what I have seen, and obviously I know about a lot of the lads, there are so many good players there already, and we will see if he brings other players in.
"From what is there already there is definitely a chance of getting up into the playoffs at least; Harewood is on 16 goals or something, obviously we want to keep hold of Defoe, Mullins is a good player though I haven't seen too much of him, and Etherington is a good player from the Tottenham days - there is a lot of quality still there and it is ideal if you can bounce straight back up.
"But a lot of the teams haven't had the same disruption as West Ham had over the summer, with so many players having left; it is a different team trying to get up as went down, really."
Regarding the prospects of going up at the first attempt, Anthony adds:
"It is better to get straight back but it is a new manager so he is building, isn't he?
"So it is not one shot; if he makes signings he has obviously got next season in mind as well."
He obviously hopes to play at Bramall Lane and says:
"It is a big game and hopefully I will play; I imagine we will find out the team when we get to Sheffield tomorrow.
"Ideally I will start but if I am sub hopefully I will get on at some point; I need to be playing and that is my reason for coming down because I have been on the bench at Bolton.
"He hasn't named the side but hopefully I will play all the league games while I am down here and get the chance to prove that I can get a permanent contract - that is what I am playing for."
Anthony did play in midweek, a 2-1 defeat at the hands of Tranmere in the FA cup, leaving Sam Allardyce, rather bizarrely, to express something approaching delight his side were out of the competition.
"I am not too surprised to hear that from him," admits Anthony.
"Most teams see the cups as the chance to do something if your season is not going too well but with Bolton there is such a desperate need to stay in the Premiership that the cups do take second place.
"They are in the semi-finals of the Carling cup though up until the last game he was still making five or six changes but now he will put out a strong team now there is a chance of making the final.
"But I think the FA cup is way down on the agenda and he probably wasn't too fussed to be going out, though he would have liked a better performance than we showed over the two games."
As for Allardyce's comments about Trevor Brooking's appointment as director of football development at the FA, Anthony says:
"I didn't see anything about that; it is probably not as well publicised up there."