In a large bowl, whip the heavy cream until soft peaks form.
Gradually add the powdered sugar and vanilla, continuing to whip until stiff peaks form.
Prepare a 9x5 inch loaf pan by lining it with plastic wrap, leaving an overhang.
Spread a thin layer of whipped cream on the bottom of the pan.
Dip each cookie briefly in milk to soften and layer them on top of the cream.
Add another layer of whipped cream over the cookies.
Repeat the layering process until all cookies and cream are used, finishing with cream on top.
Cover the cake with the overhanging plastic wrap and refrigerate for at least 4 hours.
Once chilled, remove the cake from the pan using the plastic wrap.
Slice and serve with fresh berries if desired.