From what (little) I know, I'd say Elemarth is bang on the money. It helps to go the small-press route; plenty of independent publishers put out anthologies all the time, and they're always looking for contributors. A few publication credits in small journals will help build up her cred a little, and make an agent more likely to look at her query letter. Best to make sure they don't get exclusive printing rights for X years, though, and make sure she retains the right to anthologize them.

And for the love of God, tell her to avoid vanity publishers. Self-publishing is one thing, if she wants to just have a few printed for her friends and family, but outfits like PublishAmerica are absolute poison.

I don't think she'll be able to publish an anthology her first time. But short stories are easier to publish than novels. She should look around to see who is trying to create a collection of stories and then which ones she could submit one of her stories to. My guess is that publishing a whole anthology would be like publishing a novel, but in all my searches of agent queries lately, I haven't seen one query or one bit of advice about this.

1. You can borrow Khazad Dym if you like. He belongs to Kelok and Unger
   
   2. She should check out this community. It has many published authors and others that are willing to help out new writers.
   Forward Motion for Writers
   
   3. PPC stories are routinely kicked off of FF.net. It is a tradition going back to Jay and Acacia. :D