This is short and sweet for now.
Follow the examples laid out in the htaccess example files included with this tarball. I haven't tested the behavior of the AuthAnyGroupFile directive, but it should behave the same as mod_auth's AuthGroupFile directive.
The fact is, it's very nasty to install a third party dynamic object into apache. Specially if you have a RedHat install. RedHat choses, however wisely, to distribute a patched Apache server. It is patched with the EAPI extensions which are an alternate dynamic module linking scheme, that's is not as demanding as the Apache API. However this gives it some degree of incompatibility with modules written using the Apache standard API. You may load this module into a RedHat apache lib tree, but I cannot guarantee results, and neither can anyone else.
At any rate, my suggestions for installing involves downloading the latest apache source tree from http://www.apache.org. Unpack the source tree, and to your configure call, add --add-module=<location of mod_auth_any.c> --enable-shared=auth_any. Do a make and make install, and after that you will be able to use it. Of course you'll probably have to do a server restart/reload. If you already have a configured source tree, you can just run configure with the above parameters. After the DSO has been installed, you have to add:
LoadModule auth_any_module modules/mod_auth_any.so
to your httpd.conf file.
As you can see, it's very nasty, and so is my explanation. It doesn't really make sense for anyone who isn't familiar w/ the innards of Apache. I'm still looking for such a person.
This is a work in progress, so updates are coming soon.
-- Nafees(?)