Anointed at Baptism

At church this morning, we had a baptism.  The liturgy said, "We praise you for sending Jesus your Son, who was baptized in the waters of the Jordan, and was anointed as the Christ by your Holy Spirit."  This made me think about adoptionist controversies: When was Jesus the Son of God?  Did he become that through the virgin birth?  Through his baptism?  Through his resurrection?  Was he God's son in a pre-existent state?  I'm sure that my church believes that Jesus was the Son of God in his pre-existent state.  But what happened at Jesus' baptism?  At his baptism, I take it from the liturgy, Jesus was anointed as the Christ, the Messiah of Israel.