1Preheat oven to 350 degrees F. Grease 8 inch square baking pan.
2To make the crust: In a large bowl, cream shortening and brown sugar. Gradually blend in flour and walnuts. Mixture will be crumbly.
3Set aside one cup of crust mixture. Press the rest of the mixture into the bottom of baking pan. Bake for 15 minutes.
4To make filling: in a large bowl, beat the cream cheese and sugar. Add in egg, milk, lemon juice and vanilla until well blended.
5Spread the filling over warm crust. Sprinkle top with remaining crust mixture. Bake for another 25 to 28 minutes. Let cool on wire racks before cutting.