Maybe the hardest thing about cooking with salted anchovies is finding them in the first place. Check your local Italian deli or the deli or cheese department of your local fine grocery. You an also order them online. I get mine at Guidi Marcello in Santa Monica.
Most often salted anchovies are sold in the cans in which they come, which means massive quantities, 11/2 pounds or more. Though you can store them in the refrigerator in that can, I prefer to transfer them to a tightly sealed glass or plastic container. They will last months, even years stored this way. Just make sure they stay covered in salt. And this way you can spread a little anchovy love among your friends by making them little jars too.
When they come straight out of the salt, anchovies look unpromising. They take a little preparation before they're ready to use. Rinse off any excess salt under running water and then soak the anchovies in a small bowl covered with more water. When they are flexible, after about 5 minutes, use your thumbnail to peel off the two fillets, discarding the spine, tail and any innards or finny bits that remain. Return them to soak for another 5 minutes to finish softening.
Guidi Marcello, 1649 10th St., Santa Monica, (310) 452-6277, http://www.guidimarcello.com.