You can bury most anything or use something called a 'dead man'. It is basically a long bar or timber (think 8x8) with steel pegs or spike holes in it. You can lay it down or bury it, then drive the spikes down (angled to hold). The spikes ought to be pretty long, at least 2'. After you pull out, just wedge the dead man up and use a hammer to knock the spikes out of the ground.
Works best in hard ground or mud, but it can be used in sand.
From FJ Forums:
http://www.fjcruiserforums.com/forum...g-winch-2.html
" You can make a do it yourself Land anchor fairly easily.
One
style that has been used for the last 30 years is a very basic design .
You start with 2 lengths of flat bar that is 3/16" thick 3" wide and about 30" long .
You need to drill a large hole in the end of each length to accept a 1/2"- 3/4" D- Ring / shackle.
You then need to drill 4-5 x 1/2" holes evenly spaced down the centre of the 2 lengths of flat bar.
Then you just need to get 8 -10 x 14" - 20" long 3/8" ground spikes and you have a foldable easily stored ground anchor.
To set it up you need to attach the Shackle and spread the flat bars out in a Fan shape then hammer the ground spikes into the dirt at a angle of around 45 Deg . It can take some time especially removing it but it is a simple cheap piece of
insurance."
http://ezinearticles.com/?Advanced-W...hor&id=2259973
Here's neat deadman of another style:
http://www.pullpal.com/quotes.html