Some users have posted modifications in order to allow anonymous posting. But there are a number of disadvantages. If somebody is posting anonymously you won't have a dashboard where the user can manage their ads since the user doesn't have an own user id. Another disadvantage is .. how to contact an anonymous poster if somebody has a question? If the user is registered you can use the contact form that automatically includes the email address of the poster.
There are some advanced options planned in classipress 3.1 such as facebook login and account creation module that will make registration easier.
You can read hear about the different options that will be available
http://appthemes.com/blog/classipress-3-1-preview/