The existence of multiple nonnegative solutions to the anisotropic critical
problem - \sum_{i=1}^{N} \frac{\partial}{\partial x_i} (| \frac{\partial
u}{\partial x_i} |^{p_i-2} \frac{\partial u}{\partial x_i}) = |u|^{p^*-2} u
{in} \mathbb{R}^N is proved in suitable anisotropic Sobolev spaces. The
solutions correspond to extremal functions of a certain best Sobolev constant.
The main tool in our study is an adaptation of the well-known
concentration-compactness lemma of P.-L. Lions to anisotropic operators.
Futhermore, we show that the set of nontrival solutions \calS is included in
L∞(RN) and is located outside of a ball of radius τ>0 in
Lp∗(RN)