When I was there last February, I was told to phone my reservations in. The restaurants numbers are in the cruising guide. When you get to Anegada, you'll probably be greeted by two or three boats handing you menus and wanting to take your reservation right then and there. If I you're not ready just thank them and let them know you'll decide a bit later. 4:00 is the time they request reservations by so they know how many lobsters to "dispatch".
Have fun!!!