Ghee is a form of clarified butter, which is available at some major supermarkets and in Indian markets. You also can make your own ghee (pronounced GEE):
Slowly melt butter in a pan at lowest heat until the milk solids sink to the bottom and lightly brown. Skim off any foam that comes to the top and discard. The yellow liquid at the top is the ghee. Pass it through cheesecloth or a fine-mesh strainer, discarding the milk solids. The ghee will have a high smoke point and will last a long while.