In a saucepan over medium heat combine the shortening, milk and white sugar. Stirring constantly bring mixture to a boil and continue to boil and stir for 2 minutes. Remove from heat and add cocoa, coconut and oatmeal. Stir mixture well.
Drop teaspoon sized drops onto a wax paper lined cookie sheet. Place cookies in the refrigerator to set then into an airtight container to store.