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Security, anonymity, and scalability are still important issues for mobile ad hoc network routing protocols. We first expose the limitations of several existing mobile ad hoc network routing protocols with security and anonymity constraints and analyze their scalabilities. Based on the analysis, we propose a new anonymous dynamic source routing protocol (AnonDSR) to provide three levels of security protection. We compare their scalabilities with security constraints, and analyze the new protocol to show it has strong security and anonymity protection, and very good scalability.