Preheat the oven to 375 degrees F. Place the crab in a baking dish, add a skim of water or white wine, and cover with foil. Brush the steaks with the olive oil; season with the rosemary, salt and pepper. Bake the crab 15 minutes, or until heated through. Meanwhile, preheat an indoor or outdoor grill to medium-high. When crab has been heating for 8 minutes, grill the steaks to the desired doneness, allowing 2 to 3 minutes per side for rare to medium-rare, and 3 to 4 minutes for medium. Divide the steaks and crab among 2 plates. Garnish with lemon and, if desired, serve the crab with melted butter for dipping.