ghee is cooked already. They cook out the milk fat or something out of the butter, but it is boiled out for a long time before it is packaged out. You might be able to find raw butter near you, I would check it out.
Not sure where jackierr got that idea. Making ghee is a quick low temperature process. The melting point of butter is between 90°F and 95°F (32°C and 35°C).
To make ghee, let butter melt slowly. After it melts, let it settle in a warm place so it stays liquid. Skim off any foam (usually from salted butter) and pour the liquid off, leaving the milk solids behind. The liquid is ghee.
The best ghee is made with raw butter from GRASS fed animals. It is high in mixed carotenoids and has significant amounts of Omega-3 and CLA fatty acids. You can taste the difference.