Wash butter, divide in three pieces. Put one piece in a saucepan with vinegar and egg yolks; place saucepan in a larger one containing boiling water, and stir constantly with a wire whisk. Add second piece of butter, and, as it thickens, third piece. Remove from fire, and add salt and cayenne. If left over fire a moment too long it will separate. If a richer sauce is desired, add one-half teaspoon hot water and one-half tablespoon heavy cream.