Do a search for "dissapear", and you get tons of threads about Jedis, Siths disappearing...Including this one...
http://www.killermovies.com/forums/showthread.php?s=&threadid=1535&highlight=dissapear+forumid%3A5
ye after reading that thread i think that anakin's organic remains inside the mechanical suit disappeared while Luke dragged him onto the ship. they didn't show him dissappearing. later, when Luke is burning his father, he is only burning the remains. OR!!! maybe when quigon was burned in PM, that was the only way for him to become a ghost since he "wasn't ready" to die. Thus, Luke burned his father in the traditional fashin, and thus Anakin could come back as a ghost.
I dunno it could be either
That never really worked. I seems to me that burning was a custom among Jedi. And according to some, Luke only burnt the suit. Which I think is lame... why didn't they show us then? And if it took OB1 and Yoda to learn it after 20 years of meditation, how could Anakin have learnt without ANY prior knowledge.