In a medium saucepan, melt butter over medium heat. Add onions, garlic and jalapeno and cook for 3 – 4 minutes. Stir in brown sugar and cook for 3 minutes. Add lemon and orange zest, ketchup, Worcestershire, orange segments, orange juice concentrate and rosemary (if desired). Stir to blend. Reduce heat to low and simmer for 20 – 30 minutes, stirring often. Allow sauce to cool. Season with salt and pepper. If desired, process sauce with a food processor or blender until smooth.