Make the dough: In a small pot, melt the butter. Add milk and sugar, and cook until warm to the touch - the mixture should reach a temperature of 100-104°F (37-40°C). It can't be too hot or the yeast won't work. Stir in the yeast. Set aside for 10 minutes. The yeast should turn foamy - if they're not, you need to start over (maybe the milk-butter mixture was too hot).
