First, clean the anchovies. If the fishmonger can do this for you -- great! If not: remove the heads, innards, and spine from the anchovies, and cut them into fillets.
Rinse the anchovy fillets in cold water and pat them dry with paper towels. Lay them flat in a glass baking dish.
Place the fresh anchovies in the freezer for three hours (this is to protect from anisakis -- in Spain, this is taken seriously and all fish is frozen before cooking. Check if the anchovies were already frozen when you buy them, and if they were, skip this step!)
After you remove the anchovies from the freezer, add the vinegar and water until all the anchovies are fully submerged. Cover the dish tightly with plastic wrap and allow the anchovies to marinate in the refrigerator for 2-3 hours. They should be white when finished. If you leave them too long they'll become tough.
Once done marinating, drain away the vinegar and water.
Finely chop the garlic and parsley and sprinkle it over the anchovies.
Pour the olive oil over the anchovies in the baking dish until covered. These will taste best when left to marinate with the garlic and olive oil overnight, but you can enjoy right away if you wish!
Enjoy the boquerones en vinagre on their own, or with a bit of delicious bread.