I wouldn't worry about anything, all ftp servers log your ip(I think). If there is an ftp server and you were able to connect to it that is not illegal, especially if you didn't have to guess a username and password to get to it. I don't think that anonymous ftp actually makes you anonymous, it just lets you log in with no username and password. I could be wrong though. So if there is an ftp server that doesn't require a username and password, it is probably because they want anyone in the world to be able to download their stuff so have at it.