you should tie your anubias onto a rock or wood - the roots can be put into the gravel but the rhizome needs to be above the gravel, or it will rot. if you anchor it to something the roots will stick as they grow and it will stay mounted onto the wood.
I came up with my own solution. I got one of those little suction cups one uses for plastic plants and such. Heated a needle and then drove it thru the base of the suction cup so as to make a hole. Got unwaxed, non-flavored dental floss and ran it thru the hole and then gently wrapped the dental floss around the base of the plant. Then I attached the suction cup under the gravel directly on the glass floor. Floss and suction cup are not seen at all. Plants now stay in place.
easiest way is to tie it to a rock or peice of wood then it will eventually adhere. Just be sure if you decide to use weights and bury the roots, that the rhizome is well above the substrate level....or else it would rot.