Brooksie,
A good method to raise an anchor is the "Norwegian lift"
to do this you need a tuna bouy and a good sized shackle, attach the shackle to the tuna buoy and anchor line, then start to back off. The bouy will run down the anchor line towards anchor and while this is happening the anchor is being pulled to the surface.
I don't care for the backing of approach since it soaks my boat, so I tie off the anchor line to my stern cleat and just drive off.
Here's a site with a picture of the general idea.
scroll down and look for ANCHOR LIFT.
http://www.blueoceantackle.com/buoys.htm
good luck.