The way I have it hooked up is the common anode of each led in each row is connected then controlled by the row pin.
Hello JT, I would just like to confirm your setup. The ShiftMatrixPWM library uses two chains of shift registers. One to drive the columns and one to drive the rows. Your common anodes on the row should be going to a pin on the shift register. Depending on what size your matrix is, your shift register probably will not be able to source this much current so I would suggest using a PNP transistor to source the current.
As to your issue please make sure you have it setup correctly and that the settings inside the ShiftMatrixPWM script that you are using also have the correct settings for your type of matrix. There are settings for inverting the output to allow for different setups. If this is setup on a breadboard, check that all connections are in their proper place (its very easy to be out by a single hole and get very different results).
If you are still having issues then please try to provide so more information to go on and I will try and help.