According to their not very informative website Casa Anna is located in Tagoo, which is on a hillside 700m north of town, a 10-minute walk. Tagoo is in between Mykonos Town and Tourlos (more close to Mykonos Town though). Tourlos is the new port, where your ferry boat leaves from.
I hope someone else can give you more precise directions.
Not sure to be honest with you... Why dont you contact them directly and ask them for directions or maybe even a transfer?
Thanks , Have found their website + asked the question
-:- Message from TripAdvisor staff -:-
This topic has been closed to new posts due to inactivity. We hope you'll join the conversation by posting to an open topic or starting a new one.
To review the TripAdvisor Forums Posting Guidelines, please follow this link: http://www.tripadvisor.com/pages/forums_posting_guidelines.html
We remove posts that do not follow our posting guidelines, and we reserve the right to remove any post for any reason.