1. In a large bowl, stir together the Champagne, lemon juice, oregano, and cayenne.
2. Add the shrimp and refrigerate for at least 1 hour but no longer than 3 hours, or the shrimp could turn mushy.
3. Fill a large stockpot with about 2 gallons water.
4. Add the shrimp boil seasoning.
5. Bring the seasoned water to a boil over high heat, add the shrimp, and return the water to a boil.
6. Decrease the heat to medium and simmer the shrimp until they turn pink, 1-2 minutes.
7. Drain the shrimp, dump them into a large bowl, and cover with ice cubes to stop the cooking.
8. Once the shrimp are cool, drain the ice, and refrigerate for up to 24 hours.
9. Serve cold with your favorite dipping sauce-red seafood sauce or remoulade.