You can actually make it work if the entry is locked, lol. Click on 'comment' (or whatever the person's called it), and there should be a list of anonymous, open id and post as user. ;) I've tried it. It only works if you're in the person's LJ page first, not this this type of comment page.
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This is easier:
When you post a comment, instead go to 'more options' and you should get a list of how you want to post.
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