I am not sure what I have done in my Control Panel, but my Who's Online display now always shows under Guests:
    There are no anonymous users online.
and within the Search Spiders block, there are a number of unidentified users. I am pretty sure they are my "Guests".

Any ideas what I have done to achieve this? My "Search Engine Agents" list matches Gizmo's Spider List

BTW, Gizmo, I think it would help people if you added the path to the Search Engine Agents list to you Spiders List post:
    Control Panel > Display Options > General > Primary > Who's Online > Search Engine Agents
I always forget where the list is hiding.

WhitneyZone -- Whitney Hikers Association