Heat a heavy and deep skillet, which contains 1/4 inch of vegetable oil, over high heat.
Clean okra stems off and discard. Slice into 1/2 pieces placing okra in a deep bowl of milk. Allow okra to soak in milk for about 20 minutes, then drain with slotted spoon and coat with flour that has been well seasoned with salt and pepper.
Place coated okra very carefully into hot oil and fry until golden brown on all sides.
Remove from oil to a paper towel to drain away any excess oil and salt, to taste immeadiately while hot. Serve hot.