Combine milk and flour in jar with lid. Shake until blended. Pour into a 2 quart sauce pan and stir until thickened. Beat it with your spoon to smooth it out. It will be very thick. Place wax paper on top of mixture and let cool completely in the refridgerator.
Cream together sugar,butter and vanilla until light and fluffy. Make sure it is fluffy. It will take a few minutes to achieve this. Beat in the "cold" flour and milk mixture slowly. Beat until it is light and smooth.