In a large mixing bowl, dissolve the yeast in warm water.
Add milk, sugar, shortening, egg, salt and 2 cups of flour; beat until smooth.
Stir in enough remaining flour to make a soft dough.
Turn on a floured surface; knead until smooth and elastic, about 4-6 minutes.
Place in a greased bowl, turn once to grease top.
Cover and let rise in a war place until doubled, about 30 minutes.