Preheat the oven to 375 degrees F (190 degrees C).
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.