Cut the thick stems off the broccoli rabe and discard, so you are left with only the flower and leaves. In a large sauté pan, heat the oil over medium heat. Add the garlic and anchovies and stir for a couple of minutes to release their flavors into the oil. Add the leaves, turn the heat to high, and stir for about 3 minutes, or until the leaves are limp. Season with salt and pepper.