Anthony played lacrosse from 1973 to 1975. He was captain in his senior year when the team had an 18-2 record, and he set the high school scoring record. His Hobart College team won the National championship. He transferred to Duke University where he became an All-American. Anthony held the national scoring record in his junior year and still holds the record at Duke. He was the youngest person to coach at Duke, where he was employed for 9 years. Anthony also played in the indoor lacrosse league, making the all-star team. His company, Cullen Customs, made lacrosse sticks for teams from four countries in the World Lacrosse Tournament.