you need annie's birth certificate to be sure of parents - that you need pay for at General Registry - after that you can try to locate them in 1901+1911 censuses.
Newspapers can be researched online but you need buy a subscription - all details on imuseum web site but a bus ride into Douglas allows personal help to be given to walk you through this as well as showing some search techniques.
I agree Douglas is a dump and generally best avoided but unfortuneately that is where the Museum is located - you could mix with a trip down Strand street for the ultimate in shopping experiences