I found this recipe a while ago from a book I used when making baby food. I have a hard time getting Shadow to drink milk unless it is in this form. Here's the recipe. It reminds me of an Orange Julius.
Orange Juice Milkshake
1 Cup orange juice
1 Cup Milk (higher fat milk work the best)
Put all in a blender and process for 2 minutes or until frothy and blended.