Put marshmallows, cream, and milk together in the top of a double boiler. Heat until marshmallows are completely melted. Cool. Put sandwich cookies in a plastic bag and roll until crumbs are the size of small peas. Put half of the mixture in bottom of 9x9 pan and save 1/2 for the top. Pour cooled, thickened mixture on top of the crumbs. Put the rest of the crumbs on top. Refrigerate overnight.