Okay, after some thunkin', here's what I did:
First, to secure the poly 3/8" line to the anchor, I did a round turn and two half hitches thru the eye of the anchor. Here's an animation of that:
http://www.grogono.com/knot/roundturn/index.php?LogoImage=LogoGrog.jpg
Next, to secure the loose end, I spliced it into the anchor line. This is very easy, since the poly line I'm using forms a braided cage if you scrunch it lengthwise, and you just slide the loose end inside the anchor line. It comes with a "fid" (a tapered plastic cap), and you just stick the "fid" on the loose end, then thread the fid and loose end thru the cage of the anchor line for 6 inches or so. Pull the fid off, and the loose end is now inside the poly line. Pretty cool.
Now, to attach the line to the D ring under the float:
I figured the easiest way to do it is to form a loop in the anchor line after you've dropped the anchor to the bottom, then clip it to the float's D ring with a carabiner or equivalent. The rest of the anchor line goes inside the float. The way you form the loop is by using a "bowline on a bight":
http://www.grogono.com/knot/bowlinebight/index.php?LogoImage=LogoGrog.jpg