It looks like postfix can't find /usr/local/anomy/filter.sh. Make sure the
permissions are right. It should be owned by user root and group filter
with 0750 permissions:
-rwxr-x--- owner=root group=filter
Also be sure that you properly copied the filter lines
into /etc/postfix/master.cf.
If you still can't figure it out, try sending part of your master.cf and
filter.sh scripts.
~Hunter