Rahsaan - the anchoiade isn't very strong at all. Think of it as a slightly fishy paste with thyme flavours. The red pepper works off that very well.
The other great use for anchoiade is as a base for a thin crust tart, with a decent anchoiade layer on the bottom, and sauteed onions on top, dotted with black Nicoise olives. This is known as Pisaladiere (some versions also add tomato sauce) You really get that Provencal feel from that one!
Jenise - haven't bonded to it yet, although I did almost shut my finger in it once.....
BTW, the perfect wine for this stuff is either Cotes du Rhone, or something Italian.