uhmmm.. how to put that.. a creature that has anhtopomorphic anatomy and is covered by fur - is anthro. furry imo is a person who act and would like to look like anthro, and anthro is an actual fantasy creature ^^'
(i mean that i call someone a furry when he acts like an animal, is crazy about antho's (or just like it very much), fluff, fur, fursuits and furry arts and stuff like that)