Jesus was anointed right after his baptism (or immersion or mikveh) by God. The Messiah means the Anointed.

http://en.wikipedia.org/wiki/Mikveh

Jewish ritual immersion done:

"by a bridegroom, on the day of his wedding, according to the custom of some communities," and

"by a Jewish priest when he is being consecrated," and anointed, according to Exodus 29 and Leviticus 8, and

"in the book of Jeremiah, the word mikveh is used in the sense of "hope," but at the same time also associated with "living water."

"Y H V H (LORD) the Hope [mikveh] of Israel, all who forsake you will be ashamed ... because they have forsaken Y H V H (LORD) the fountain of living water." Jeremiah 17:13

Jesus was baptised as the bridegroom. Also as a priest before he officially became The Anointed/Messiah.

Also on an allegorical level you can say that as the water purifies the body, the blood of the lamb will purify the soul. In this sense Jesus' blood is our mikveh, i.e. our baptism/immersion, hope, and living water.

I also found this: http://en.wikibooks.org/wiki/Hebrew_Roots/The_original_foundation/Baptism

"He also fulfilled the type of the sacrificial lamb being taken to the Levitical priests to be ceremonially washed before being offered. See Leviticus 1:9,13; 2 Chronicles 4:6 & Hebrews 9:9,10"