Answer is neither right or wrong. You are anal retentive if you
wonder there should be a hyphen. 
Anal Retentive:
This term is often used in reference to a person seen as
overly worried about small details of form, style
and etiquette; who is uptight or distressed over ordinarily
minor problems, and unable to adopt a philosophical
attitude toward mistakes. This metaphorical usage has become so
commonplace that the original meaning of the phrase is often
overlooked by those using it.
