Red and blue glasses are what you need for the anaglyph to work... Did you even turn it on?
Also, it is not worth it honestly. the 3d isn't very noticeable and the colors are ruined. I remember playing classic mode with 3d glasses and lava was green. I didnt realize it was lava until i turned it off. Nevertheless, it DOES work, but definitely not well.
Please excuse me if i come off as rude ^_^ just trying to help. the cinema glasses can be REALLY expensive, so my reply is basically to tell you that you dont need them.