As I said above.. Anaglyph movies are FOR 2D TV, NOT FOR 3D TV.
They allow people who only have a 2D TV to watch movies in 3D, using colored glasses. If you have a 3D TV, you should really try and get hold of a different version of the movie.
If you really want to watch Anaglyphs, there is no special setting or buttons, they are simply 2D images, with the left and right combined together using color filters, and you MUST HAVE 3D COLORED GLASSES to watch them. Those are not the same glasses as came with your 3D TV. You can either buy them from an online retailer (like Amazon), or you can go to a DVD store and buy an Anaglyph DVD, they usually include 1 or 2 sets of cardboard glasses in the packaging.
Anaglyphs are made by taking the left and right eye images, passing them through color filters (digitally of course), and combining the result into a single 2D video. Once that has been done, there is no easy way to turn the video back into 2 separate full-color images for left and right.
Color rendition on Anaglyphs is typically not good (which is why if you are lucky enough to have a 3D TV, you should look for a proper 3D file such as an SBS), but to be fair, the process was invented in the 1860s for black and white photos - for a 150 years old invention, it still produces acceptable results.
Once you have 3D color glasses (usually Re / Cyan, sometimes Green / Magenta or Red / Blue), you can check out all the cool NASA images of Mars, they use Anaglyphs for scientific images.
Mars Exploration Rover Mission: Multimedia: 3-D Images