Frist you make the horseradish sauce.
mix together
1 C Dijon mustard
1/2 C Sour Cream
1/4 C Horseradish

save a 1/3 of sauce for dipping

Spread sauce down back of peeled and devained shrimp,wrap with bacon.
place in 350% oven for 5 to 7 mins or untill bacon done to your likeness