Put egg yolks, lemon juice, salt and cayenne in blender jar. Heat butter in small pan until bubbly. Do not burn. Cover blender and whirl at high speed for 2 or 3 seconds. Remove center section of cover or entire cover and at high speed pour in hot butter in a thin, steady stream. It will take about 30 seconds. Don't use residue in pan.
Leftover Hollandaise may be kept refrigerated in a tightly covered jar 2 or 3 days. Don't let it stand around in warm temperature. To re-use, heat in top of double boiler over barely simmering water and stir constantly.