''Living'' anionic polymerization offers a readily feasible preparation of very well-controlled homo- or copolymers in a wide range of molar masses and chemical structures. Such samples are vital in experimental polymer physics and the technique presented here offers self-sufficiency with such samples. The technique of anionic polymerization performed under inert atmosphere is presented here. The components of the setup are described in detail. Purification procedures for glassware and chemicals for specific polymerizations are given. Illustrative examples and results are presented.