Rinse the shrimp and pat them dry with paper towels. Set aside.
Combine the melted butter, garlic, lime juice, parsley, and cayenne pepper in a bowl. Stir until well mixed. Add half of the butter-garlic-lime mixture to the shrimp and stir to coat thoroughly.
Preheat an outdoor grill and grill the shrimp for about 6 minutes, or until they are cooked through. Brush the remaining butter mixture onto the shrimp while grilling. Remove from the grill and serve immediately.