You need to use an oven proof frying pan for this recipe. (I use my cast iron skillet)
Get you pan very hot. Oil the pan and place the filets on the hot pan.(do not over crowd the pan. Do them in batches if need be or they will not get that professional looking "crust" to them.
Once in pan,
DO NOT MOVE THEM, TURN THEM, OR PLAY WITH THEM.
The idea is to get a nice "crust" on the filet. Let them cook in the hot pan for 5 minutes.
Then turn them over ( to reveal a beautiful crust)
Place the whole pan in the preheated oven right away.
Finish cooking them in the oven until desired done-ness. (again, I never cook tenderloin to a well done. It isnt a cut that fairs well with well done. Medium rare is the way to go in my book!) :)