You can make an inexpensive anchor from an old dumbell. Also. if you are not fishing too deep of water, make a 'Cajun Anchor' from a long wooden stick or piece of PVC pipe. You can insert and glue a length of wooden dowel into the PVC for strength and cut the end on an angle to make a point so it goes in easier (the dowel also keeps mud from filling up in the pipe.)
You don't need much of an anchor and you can buy folding or mushroom type anchors for $15 or less.
...there's a thing called a 'sea bag' or 'sea sock'...check w/a organized old time marine dealer...cheers