You want to look at the page source rendered by DotNetNuke -- the page that is delivered to your browser. So, when viewing the page in your browser, right click and "View Page Source."
Anchor tags are usually put into HTML like this:
<a name="AnchorTagName" />
You can put that in the Header block for a module. Then, if you look at the page source, you'll see how it is placed.
Hmmm, I think that you are right about the links module. So, put your links into a Text/HTML module.