In sauce pan, combine butter, lemon juice and Worcesershire sauce; simmer 5 minutes, stirring frequently. Brush salmon steaks with butter mixture. Place steaks in well greased wire grill basket.
Grill steaks on uncovered grill, over medium-hot heat, 6 to 9 minutes or until lightly browned. Baste steaks with mixture and turn, grill 6 to 9 minutes longer, basting often, until fish flakes easily when tested with a fork.