Revision 1: the aluminum oxyde melting temp. has been corrected
Take into account that the chemical composition of the anodized film is aluminum oxyde, a refractory material whose melting point is very high. I don't have the figure on hand at this moment but it is in excess of 2000 Celsius; whereas the aluminum which is under the film melts at 660 Celsius.
Before attempting to weld anodized aluminum you should remove the anodized film by means of sand paper or emery cloth. Don't use a steel brush nor a grinding wheel, aluminum is too soft for them.
Giovanni S. Crisi
Sao Paulo - Brazil