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Owing to the low surface gravity of the Rosetta target comet 46P/Wirtanen, a means of anchoring the Rosetta Lander to the cometary surface will be necessary. This task can be accomplished by firing an anchor into the cometary soil immediately after touchdown to prevent a rebound of the spacecraft from the surface or subsequent ejection by other forces, and to allow for mechanical activities (drilling, etc.) at the landing site. The rationale for anchoring is examined, based on estimates of the main forces likely to act on the spacecraft after landing. We report on the development of an anchoring device using a pyrotechnic gas generator as a power source and an instrumented anchor. In addition to the anchoring function, which is the primary purpose of this system, the integration of acceleration and temperature sensors into the tip offers the possibility to determine some important material properties of the cometary surface layer. The accelerometer is designed to measure the deceleration history of the projectile and is thus expected to give information on how the material properties (in particular strength) change within the penetrated layer(s), while the temperature sensor will measure temperature variations at the depth at which the anchor finally comes to rest. As the mechanical properties of the material are not known, it is difficult to predict the final depth of the anchor with any great certainty, but it may well be greater than that reached by any other of the lander's instruments. The instrumented anchor will be part of the MUPUS experiment, selected to form part of the Rosetta Lander payload. We report on results of laboratory simulations of anchor penetration performed at the Institut fur Weltraumforschung, Graz, and compare these with models of projectile penetration. The value of the results expected from the penetrometry experiment in the context of an improved understanding of cometary processes is discussed.