Linda - a bain marie is basically another term for a double boiler (pot or bowl containing sauce sits on top of another pot containing simmering water, and the top pot doesn't touch the water).

Blonde roux is made by mixing equal parts of flour and butter (or sometimes another type of fat), and cooking over low heat in a very heavy pan, stirring constantly, until the flour is cooked and the color has just started to turn a pale gold. (Roux is also cooked to darker colors for other types of dishes, cajun style food for example, where the richer, darker flavor is wanted.)

Hope this answers your questions!