Soak almonds in plenty of water over night. In the morning, peel off the skin.
In an electric blender or Food Processor, put the almonds and about one cup of milk. Grind it to a smooth fine paste.
In a heavy pan, put the almond paste, remaining milk, and sugar. Bring to a boil. Turn town heat to slow simmer, and cook for about 20 minutes. The milk will thicken because of almonds and the reduction in milk through evaporation. The reduced milk gives it a creamy texture.