Melt butter in a 2.5 qt heavy saucepan. Remove from heat. Blend in flour and cook over low heat until the mixture is a medium to dark brown. Remove from heat and add the next 11 ingredients.
Simmer 20 minutes, covered. Add ham, shrimp and lemon juice. Cook uncovered, for 10 minutes or until shrimp turn pink. Serve over hot cooked rice.