Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets.
In a large bowl, cream together the shortening and sugar until smooth. Beat in the eggs one at a time, then stir in the anise extract. Combine the flour, baking powder and salt; stir into the creamed mixture alternately with the milk. Mix until just blended. Over-mixing will result in tough cookies.
On a lightly floured surface, roll out the dough to a thickness of 1/4 inch. Cut into desired shapes with cookie cutters. Place cookies at least one inch apart onto the prepared cookie sheets.
Bake in the preheated oven for about 12 to 15 minutes or until firm. Cookie will not turn a golden brown. If they do, they're over-done. Turn out onto rack to cool. Wait until cool if frosting.
