Put the anchovies into a bowl of water and soak for 20 minutes. Remove the bones and leave to dry on a paper towel.
Marinate the rabbit in 3 tablespoons olive oil, the wine, lemon juice, 2 crushed cloves garlic, onion, carrot, celery, bay leaves, rosemary and parsley, and salt and pepper. Leave for 6 hours to overnight.
Preheat the oven to 325 degrees F.
Take the rabbit out of the marinade, pat dry with a cloth or paper towel and toss each piece in seasoned flour.
Heat the remaining 3 tablespoons oil in a good heavy frying pan. When hot throw in the pounded chili and brown the rabbit briskly. Place the rabbit in an iron casserole. Pour the marinade into the hot frying pan, bring rapidly to the boil and transfer to the casserole. Cook in the oven for 45 minutes.
Chop up the anchovies, capers and remaining 2 cloves garlic and simmer in 1/4 pint (1/2 cup) of the rabbit liquid for 10 minutes. Add this to the casserole for a final amalgamation. Check seasoning and garnish with more chopped parsley. Some boiled new potatoes or fresh noodles are a good accompaniment.