Melt butter in large, shallow pan. Add 1 1/2 squeezed lemons and everything except shrimp. Let simmer for 5 minutes.
Wash shrimp and leave shells on and place in pan and baste. Bake at 350F. until shrimp are pink on top, 5-8 minutes. Turn shrimp, salt and pepper lightly and bake 10 minutes more.
Squeeze 1/2 lemon and a few dashes Worcestershire Sauce on top and serve with french bread for dipping that great sauce.