Having just skimmed through the Wikipedia link which John gave, it seems to be that the definition of an anode is "where the current entrers the device".
So in a diode, the (conventional) current does indeed enter through the anode.
And in a battery, the current comes out of the positive end, and goes into the negative end, which makes the negative side of the battery the anode.
Well, you learn something every day!
Having said that, I dont think that I will be going around talking about anodes on batteries any time soon.
JimB