TIP: freeze the Oreos beforehand, this will make them easier to break up
In your ice cream maker container, or in a separate bowl, mix together the milk and sugar until the sugar is dissolved. Then add the cream and vanilla and mix them in.
With these ingredients in your ice cream maker, start it and let it run for about 20 minutes.
Meanwhile, put the Oreos in a large ziploc bag, squish out the extra air and seal it. Then you can lay the bag on the floor and step on it to crush the Oreos, or lay the bag on your counter and use your rolling pin to crush them. You can decide the size of the pieces you want to have in your ice cream.
When the 20 minutes are up, add the chopped Oreos and run your ice cream maker 5-10 minutes longer or until your ice cream is done.
Transfer the ice cream to another container and freeze for a couple hours until it has firmed up.