When you purchased the Anytime Upgrade you should have had to create an account for use with Microsoft's Digital Locker.
Basically meaning if you go to the Windows Marketplace site at:
You can click where it says, "Your Digital Locker". It'll ask you to sign in and then it should show you your Ultimate upgrade in there and give you the option to install the license, back it up, etc... As it does for me as well.
Let me know if that works out for you all.
Regards,
Christopher J. Corbin
MCP, MCDST, MCTS: Vista, MCITP: EST: Vista
cjcorbin@gmail.com