Heat oil in heavy pot or dutch oven over medium-high heat. When oil is hot (don't let it get so hot that it smokes or the flour will burn), gradually add the flour stirring continuously until well mixed. Lower heat to medium and continue stirring until mixture is the color of a tarnished copper penny. This is what is known as a roux and is the base for many Cajun dishes. Remove roux from pot or add chopped seasoning (onion and bell pepper) to the roux to stop the cooking process. If left in the pot it will continue to cook even though the fire is off and will be too dark to use. Roux (without seasoning) keeps very well in the refrigerator, so you can make more than you need and keep some for a time when things are a little rushed.