In a saucepan mix the flour and milk and cook until thick. Cool.
Cream the shortening, sugar and salt for about 5 minutes. Add slowly the cooled milk mixture and the vanilla and beat until fluffy.
You also can change the flavor by adding either brandy ,rum, kirch, bourbon and so forth..
Do not forget that you also could use food coloring.
Being French I do not use very much food coloring...I love things "NATURAL"!!