Heat the butter in a heavy kettle over medium heat. Crack the crabs with a meat pounder, add them to the butter, and sauté for five minutes.
Add the onion, carrot, celery, garlic, and bay leaves, and continue to cook until the vegetables soften.
Add the brandy. Bring it to a boil, then carefully touch a flame to it. After the flames die down, add the wine and bring that to a boil. After a minute or two, add two quarts of water and bring to a simmer. Keep the simmer going for about a half-hour.
Strain the soup and add the cream. Return to a simmer.
Heat the butter in another saucepan and stir in the flour. Make a blond roux, and whisk into the soup pot.
Slice the Brie into small pieces and add it to the pot. Stir until the cheese melts in completely. Add salt and pepper to taste.
Right before serving, put the lump crabmeat in the bottom of the bowls, and ladle the hot soup over it. Sprinkle a very little cayenne over it and serve.