Soak the bamboo skewers in water. Rinse the shrimp with water, pat dry with paper towels and set aside.
In a small bowl, mix the garlic, melted butter, salt, cayenne pepper and lemon juice together. Save some for grilling. Combine the shrimp and the garlic butter mixture together. Thread three shrimps onto each bamboo skewers.
Grill the shrimp on a grill. Brush the garlic butter mixture on both sides while grilling. Serve immediately.