Place cold cream, sugar and vanilla in a large bowl. Beat on high until stiff peaks form, set aside.
Pour milk into a bowl. Dip each cookie into the milk for just a couple of seconds. You don't want the cookies to get soggy or your cake will be too soft!
Lay cookies out to cover the bottom of a 9x13 pan. (My rows were 3 x 15 cookies). Spread 1/3 of the whipped cream on top of the cookie layer. Repeat two more times finishing with a layer of whipped cream.
Crush remaining cookies and sprinkle on top of cake. Cover and refrigerate for 6 hours or overnight.