Gut and clean the anchovies. Cover the bottom of a terracotta jar with rock salt, and then arrange a layer of anchovies and a layer of salt again. Repeat until all the anchovies have been used. Finish with a layer of salt. Put a wood disk on top of the last layer of the jar; on top of the disk place something to act as a weight. The weight will cause the excess liquids to surface to the top. Remove it with a clean cloth.