Various break-resistant anode assemblies and method of installing the same in the ground are disclosed. Each anode assembly (20) basically comprises an anode (22), at least one pulling cable (24), and a protective nose cone (26). The nose cone is a hollow member receiving the leading end (22A) of the anode and from which the anode's electrical conductor (28) extends. The nose cone includes a tapered leading surface (32) that facilitates and guides the anode assembly as it is pulled through the ground, while protecting the anode. A break-away mechanism (54) may also be provided to ensure that no more than a maximum pulling force is applied to the anode assembly during its installation to ensure that the anode is not damaged.