Anti-Federalists opposed a big government and making a new constitution, they wanted to keep the weak Articles of Confederation which granted little to no power to the central government.
When the Declaration of Independence and the Bill of Rights were created, many Anti-Federalists did not agree with them, at first anyway. It granted a lot of power to the government which wasn't there previously and many Anti-Federalists were scared that something with Great Britain would happen again, "<em>taxation without representation</em>" and abusive laws.
Anti-Federalists also felt like it was needed that if the government became corrupt or abused their power, the people should have the right to overthrow it. This is where the Second Amendment ties into.
The Second Amendment, the right to bear arms, was very important to the Anti-Federalists, even to the Federalists and the American people in general. The American people could keep their weapons and not let their guard down around the government, they had a way to protect themselves in case of downfall or if the government started to abuse their power.