Hi - in CoursePress pro, under " Who can Enroll in this course " there is a note: In order to allow course enrollment (other than Manually) you have to activate "Anyone can register" from the WordPress settings.
I have looked through all of the settings and not been able to find it. Can you be more specific? Which settings submenu is the option located under. I checked both general WP settings and CoursePro settings, please specify which of these as well.