If you are on Windows Server, you can create a Scheduled Task which will run a Baan/LN job that will execute the session you want in LN. You can set a user here in Scheduled task.
Now, your external application can run a bat file on the server to run the scheduled task.
This is just one way. There can be various other options to run the session from external apps like using OLE Automation, using bshell command or deploying a custom webservice or using a middleware like C4WS.
But, its never going to be an anonymous call. You will need to have a user id for running the session which can be set in the job or in case of other options.
Unless you try to do something beyond what you have already mastered, you will never grow!