Achiote are seeds used to color oil which will give rice that nice yellowish orange color.
Combine 4 tbsp. of annatto seeds with 1 cup of oil or shortening in a small caldero or saucepan. Cook over low heat until until oil turns red/orange. Be careful that this doesn't burn because the oil will turn bitter and will need to be tossed. Cool thoroughly, strain and jar. Store in refrigerator until needed. Discard seeds.