Here's one that I copied word for word from The Steak Lover's Cookbook by William Rice.

1. Peel the horseradish root and cut it into small pieces. Turn on the food processor and drop the pieces through the feed tube, a few at a time, and process until evenly ground.

2. Combine the olive and vegetable oils, and with the machine running, pour through the fee tube in a steady stream. Add the lemon juice and salt. Pour the horseradish oil into a jar, cover tightly, and refrigerate for 8 hours or overnight.

3. Line a strainer with dampened cheesecloth. Place the strainer over a bowl and pour the oil into the strainer. Refrigerate the bowl and the strainer for about 4 hours to allow all the oil to drain into the bowl. Discard the contents of the strainer. Refrigerate the oil, tightly covered, for up to 2 weeks. Return to room temperature before using.