Beat eggs in a bowl.
In heavy saucepan, put sugar and cornstarch and whisk well. Whisk in beaten eggs, then the milk.
Place pan over moderate heat to cook, stirring constantly until mixture thickens (about 4 minutes). CAUTION: If cooked on heat too high, it will curdle or burn and you¿ll have to start again.
After thickened, remove pan from heat, blend in vanilla and continue stirring until it¿s cooled.