Well, I have only cooked a beef tenderloin once! but it was this past Thanksgiving, and it turned out heavenly. So, here's another suggestion for a way to cook it..
rub tenderloin with olive oil then sprinkle liberally with salt, a big chunked kosher style works well, and freshly cracked pepper.. Heat a skillet to hot, sear all sides, taking a total of about 5 minutes to sear. Place meat in a lightly oiled roasting pan and coat meat with a paste of mustard, horseradish and minced garlic. Place in a hot (400*F) oven, in the middle of the oven. Do not overcook!! Cooking time depends on the weight of the meat.
Never doubt that a small group of thoughtful, committed citizens can change the world. Indeed, it is the only thing that ever has. Margaret Mead