Heat milk in a small saucepan over medium-high heat until it bubbles. Remove from heat and stir in sugar, salt, and shortening. Cool to lukewarm.

While milk mixture is cooling, dissolve yeast in warm water and let stand until creamy, about 5 minutes.

Combine cooled milk mixture with yeast mixture in a large mixing bowl. Stir in 2 cups flour, then add remaining flour, 1/2 cup at a time, to make a moderately stiff dough.

Transfer dough to a lightly floured surface; knead until smooth and elastic, 8 to 10 minutes. Place dough in a lightly greased bowl and turn to coat. Cover the bowl with a damp towel and let dough rise in a warm place until doubled in volume, about 1 hour 20 minutes.

Lightly grease two 9x5-inch loaf pans.

Punch down dough and turn it out onto a lightly floured surface. Shape into 2 balls, cover, and let rest for 10 minutes. Shape dough into 2 loaves and place into the prepared pans; let rise until doubled, about 1 hour.

Preheat the oven to 400 degrees F (200 degrees C).

Bake loaves in the preheated oven until the tops are golden and loaves sound hollow when tapped on the bottom, about 35 minutes.