A thin silvery membrane covers the top side of the tenderloin. The silver skin, as it's called, is completely inedible even cooked, so you need to peel this off. Peeling the silver skin isn't difficult, but it does take a bit of time. After this step, the rest of the preparation will be easier.
Use a sharp paring knife, and slide the blade under the silver skin attached at the tip of the tenderloin. Grab hold of the end of the silver skin, and holding the blade against the meat, carefully pull the silver skin off. It will come away in thin strips. You'll need to do this several times to remove all of the silver skin.