All chain anchor rode has the advantage over rope in that the chain is heavy and produces a more pronounced catenary curve. This curve will allow your anchor rode to pull horizontally on the anchor, which will allow it to hold well, as opposed to a slight upward pull, which would cause it to drag. The problem with all chain rodes is that the chain offers no elasticity. If your yacht is lurched back, the curve will straighten out and snap on the chain with a considerable shock load as the yacht pulls the chain tight and then ends in an inelastic lurch. To avoid this minor issue, it is best to use a snubber made out of a very stretchy material, such as 3-Lay nylon rope.
A snubber is merely a piece of line that is tied off to the chain and to a cleat on the bow. It can either come off the bow through the roller or through a rope chock on the side of the bow. Either way, it will remove the last bit of shock that could be present if the chain were to be pulled tight.
Setting up a snubber is very easy. Once the anchor is set properly, simply tie the end of the snubber to the chain with a secure knot, then let out more chain until the chain hangs straight down from the bow and the snubber has taken up the full load.
A common knot used to tie a snubber is a Rolling Hitch, but I personally use a Magnus Hitch. Both knots will hold onto chain very well, I just find that the Magnus Hitch is much easier to untie after it has been loaded and stressed.
You can see how the snubber is transmitting the load from the bow to the chain, and the chain that lies between the boat and snubber hangs slack off to the side.
When I will be anchoring for a long time, or during a storm, I will also add two Half Hitches to the knot, that way the snubber has even less chance of coming untied in a desperate situation.
Snubbers are easy to setup and offer a lot of security and comfort to an anchored yacht. They only take a few minutes to setup and will give you peace of mind for the entire time you are at anchor.