In a large bowl combine the rye flour, bread flour, salt, yeast, caraway seeds, and cocoa powder. Now add the molasses and the water. Stir to combine.
Place the dough on a floured surface and knead it for 10 minutes. Keep adding flour as needed to help with the stickiness. After 10 minutes it should be smooth. Form it into a ball and place it into a bowl that has been coated with olive oil. Cover the bowl tightly with saran wrap and let it rest for 2 hours. It should double in size. About 15 minutes before the rest time has passed, preheat the oven to 425 F and place a baking dish full of water on the bottom rack to heat up.
Form the loaf into an oval shape and place it on a baking sheet. Put it into the oven to bake for 40 minutes. Let it cool for 30 minutes before slicing.