Since version 2.0 format of configurational file was changed. Description of format of configurational file for versions 1.X could be found here.
By default anyRemote will search the following configuration files:
./.anyremote.cfg
$HOME/.anyremote.cfg
You can specify another configuration file with -f option, for example:
anyremote -f ./xmms.cfg
You may find some predefined configuration files in:
I hope after investigation of these configuration files You'll become more familiar with its format.
Detailed description of configurational file format: