I solved this issue a few days after my original post.

'anothercontroller' was the first MVC page I created in CMS Desk. Even though I had a page for "MyController' also, the Html.ActionLink was only finding the first route. I went back through my default route registration which happens during Application_Start and this is the default route I was registering:

routes.MapRoute(
    "Default", // Route name
    "{controller}/{action}/{id}", // URL with parameters
    new { controller = "Login", action = "Index", id = UrlParameter.Optional } 
);

Somehow this was colliding with the Kentico routes from the MVC pages I had created in CMS Desk. So, I decided to put my MVC controllers in a Route Area and I changed the default route registration to this:

routes.MapRoute(
    "MyDefault", // Route name
    "my/{controller}/{action}/{id}", // URL with parameters
    new { controller = "Login", action = "Index", id = UrlParameter.Optional } // 
);

Everything works fine now.