Melt butter in saucepan until bubbly, but not brown. Important: The butter must be very hot to ensure that the yolks are cooked enough to prevent bacterial problems and to allow the mixture to blend properly.
 

Put egg yolks, lemon juice, salt and cayenne into blender.

Whirl on high for a few seconds. Remove lid and continue blending while adding very hot butter in a steady stream. 

Blend for an additional half minute until thick and smooth. Serve immediately.