I'm working off the SRD version online which doesn't mention anything about it being anchored on all sides. That might be different in the actual book however. Either way, if it does have to be anchored, then it certainly couldn't be anchored to a creature given the text that says if any portion of the wall passes through a creature it fails(probably specifically to disallow the use of the spell as an attack spell).While I agree with the "not bloodly likely" crew on the Throat of Force trick, I have to point out a correction:
The spell says the Wall must be anchored on all sides - in this case, the throat. Ergo: the Wall is attached to the throat of the dragon and moves with it, OR the wall is immobile and the dragon can't move without tearing his own throat out. If the dragon is capable of simply moving away from the wall, then by definition the wall wasn't "anchored" to anything and couldn't be cast in the first place.