Melt butter in a small saucepan and remove from heat. Add flour,
and stir with a wooden spoon. Cook slowly for 1/2 minute, stirring
continuously. Do not allow to brown. Remove from heat. Add the liquid,
anchovy sauce and lemon juice, and gradually stir until smooth. Return to
the heat and stir until boiling. Reduce heat and stir 1 minute. Serve.