In a medium bowl, cream together shortening, brown sugar and peanut butter until smooth.
Stir in egg, milk and vanilla.
Combine flour, baking soda and salt; stir into the peanut butter mixture until well blended.
Drop by rounded spoonfuls onto ungreased cookie sheets.
Bake for 8 to 10 minutes in the preheated oven. Allow cookies to cool on baking sheet for 5 minutes before transferring to a wire rack to cool completely.