1In small bowl, mix all ingredients except shrimp. Stir in 1 to 2 teaspoons additional horseradish, if desired, until sauce has desired flavor. Cover and refrigerate until serving.
2In 3-quart saucepan, heat 4 cups water to boiling. Add shrimp. Cover and heat to boiling; reduce heat. Simmer uncovered 3 to 5 minutes or until shrimp are pink and firm; drain.
3Peel shrimp, leaving tails on. Make a shallow cut lengthwise down back of each shrimp; wash out vein. Serve shrimp with sauce.