When you creating the orchestation intended for publishing, keep in mind the following constraints:
a). Only orchestartions with at least one public receive port may be published, so when creating the port, be sure to select "Public" access restrictions (on the "Select Port Type" page of "Port Configuration Wizard").
b). Once the port is created, it is impossible to change its access restrictions later. (Why?)
c). Web Publishing Wizard will prompt you for enable anonimous access to the proxy being created. This is a access to aspx proxy application - not for accessing the orchestartion itself. Grant the access to the anonimous user - it's still unvisible to you orchesration.