In a large skillet, under low heat, melt butter, add garlic and onion/shallots. Let cook until translucent. Raise the heat slightly under the skillet. Add the shrimp to the skillet. Add the curry, salt and pepper to taste. Stir to mix and let cook until the shrimps start turning pink. Meanwhile, slightly heat the rhum in a small pan. Remove skillet with shrimp from heat, add rhum and return skillet to heat. Carefully ignite rhum and let the flames die down. Add coconut milk and continue to cook until sauce starts to thicken. Remove from heat and serve.