I don't want to say that this is impossible, but ... it will at the very least be quite challenging. The browser (or at least all the ones I know of) scroll to the anchor point as soon as that part of the page loads; AFAIK there is no Javascript-based way to avoid that (you'd need a browser plug-in or something).
However, I think you might be able to use a variant of a "don't show the page until the page is fully loaded" script to potentially get the behavior you want. In other words, you would:
Hide all of your page's content pre-load (ie. have a DIV that wraps your whole page, and put a "display:none" style on it)
Attach an "onLoad" event handler to the page which un-hides your DIV, and ...
In that same "onLoad" event handler, use a standard JS scrolling mechanism (ie.ScrollTo) to scroll to the anchor (I think you'll be able to determine which anchor to scroll to by checking window.location)
In theory, because the browser will browser-scroll between #1 and #2 (and since there's nowhere to scroll to, what with the content being hidden and all, I imagine it just won't do anything at all), the scrolling mechanism you use in #3 shouldn't have any interference.
That being said, all of the above is a completely untested plan; your mileage my vary. Even if it does work, it's going to be a pain to implement, so unless you really want this behavior, it's almost certainly not worth the trouble.