Take the fillet out of the fridge a good two to three hours before you cook it.
Rub in salt and pepper, with a little olive oil on both sides and let it stand for about 20 minutes.
Bake in a hot oven or BBQ for about 8-12 minutes, depending on its size and how rare you like it. It is important to remember that when you bake it, it is not under direct heat - we actually turned the BBQ off and just popped the lid on and let it bake. That way it does not burn.