Preheat oven to 375°.
Heat oil in a large Dutch oven over medium-high heat. Add onion, celery, carrot, and garlic; sauté 5 minutes. Stir in tomato paste, and cook 1 minute, stirring constantly. Add wine, scraping pan to loosen browned bits; cook 1 minute. Add water and remaining ingredients; bring to a boil. Cover and place in oven. Bake at 375° for 1 hour and 15 minutes or until lentils are tender; discard bay leaf.