I believe that under the current proposals being put forward for compulsory voting, there would be a ‘None of the above’ choice for those not wishing to vote for a particular party.
As for votes not being anonymous – of course they are. You have to register to vote, but the actual ballot is anonymous. Therefore whilst ‘the authorities’ will know you turned up to vote, they have no way of knowing what box you ticked as the ballot papers are anonymous (as far as I am aware).