Hints:
The date of the intercepts implies a three rotor German Army/Air Force
Enigma with six steckers.
The two groups of three cipher letters in each message header inplies
the repetion of the encipherment of the message key, thus Marian
Rejewski's "characteristics" can be used to find the Enigma configuration.
First construct the "characteristics" for this set of intercepts and
use them to discover the Indicator.
If you don't know how to do this, go back to the Anoraks Index and read
the page on vulnerabilities which leads to an example of using Rejewski's
characteristics.
When you have done this on these intercepts, you will get out the Indicator
for the day and also the six steckers.
In order to decrypt the partial message, you first need to decrypt the
message key, then put this as the ring setting and do an exhastive search for
wheel starts which decrypt the first three cipher letters as "ANX", the
guessed message start. (Hint the left hand wheel start for this is J).
Now transpose the rings and starts using the formulae:
new ring = 2x(key-letter)-(start-just-found)
With these new ring settings and the message key you should now be able
to decrypt all the message fragment. If this works you have the complete
Enigma settings, wheel order, rings and steckers.