Anaconda is an easy-to-install distribution that contains many many Python packages. It is not a virtual machine.

The Data Science Toolbox also contains Python and the most popular packages for doing data science. Besides that, it also contains R and, again, some great packages.

The main difference, though, is that the DST aims to be a platform where authors and teachers can create custom software and data bundles for their readers and students. (I have been thinking about creating a bundle that would install Anaconda on the DST.)

If you only need to use Python, then Anaconda may very well satisfy your needs. Good luck!