Melt the butter in a small saucepan over medium heat. Stir in the shallot, and cook until the shallot has softened and turned translucent, about 3 minutes. Add the rice and stir until coated with the butter. Pour in the coconut milk and water; season with nutmeg. Bring to a boil over high heat, then reduce heat to medium-low, cover, and simmer until the liquid has been absorbed and the rice is tender, about 18 minutes. Stir in the black beans, and cook a few minutes until hot.