Combine the orange juice concentrate, milk, sugar, and vanilla in a blender. Blend on high speed until smooth.
Add ice cubes (depending on the size of your ice cubes, you may want more or less. I suggest starting with 10 and adding more as needed). Blend again until ice cubes are crushed and the drink is smooth and creamy. Blending is what creates the froth, so don't be afraid to let it run for a bit! Pour into glasses and serve immediately.
Notes
You can substitute a non-dairy milk in this recipe if you prefer. I prefer the taste of coconut milk, but almond, cashew, or oat would also work.