Roux is used to
thicken soups and
sauces. It emparts a nice
butter flavor to the sauce as well.
Roux is made by melting butter, and adding flour to it, mixing well to eliminate any pockets of unemulsified flour. It is better to add roux than straight flour to thicken a sauce, because as the roux melts into the sauce, it does so evenly, and will not add lumps.