Blend curry powder with the flour. Melt butter in a small saucepan over medium heat. Add in spicy flour. Cook mixture, stirring with a wooden spoon for a minute.
Remove saucepan from the heat. Gradually add in milk. If the sauce becomes lumpy, beat it with a whisk or use a hand blender.
Return mixture to the heat and cook, stirring until mixture comes to the boil and thickens. Reduce the heat and simmer for 2-3 minutes, this will ensure that the sauce is cooked and eliminates any 'floury' flavour.