In saucepan over medium heat, melt butter and add the flour, salt and pepper; stir until smooth. Cook and stir a minute or two to lose the flour taste.
Gradually add milk and bring to a boil.
Boil and stir for 2 minutes. Remove from heat.
Add the mayonnaise, dill and curry and stir until smooth. Set aside.
In a skillet over medium heat, brown chicken in oil. Place in a greased shallow 3-qt. baking dish.
Pour sauce over chicken.
Bake, uncovered, at 350 for 50-60 minutes or until meat juices run clear.