Please have a look at the wikipage http://fedoraproject.org/wiki/FCNewInit/Initscripts and change your initscripts to comply with the LSB standard. Especially check the exit status and add a LSB Header. E.g. starting a service should return with 0, if the service is already running and stopping a stopped service should also return with 0. Also check, if your service has to be _on_ per default, and turn it off in the old chkconfig line, if not. Thank you.
Anacron is special daemon, because he looks like stopped all the time. He's on only when cron wake him. He has no lock or pid, only the short time, when he's running. I made some small changes in init script, but I'm not sure if they are correct. Thanks for reply.