Chop the carrot, and slice the onion, garlic, and celery. I am a big fan of celery leaves because they are intensely flavored... so I add some as a bonus.

Put the olive oil and sliced garlic to a pot, and cook over medium-low heat. When the garlic is lightly browned, add the shrimp shells and sauté for a while.

After it's cooled, take out the bay leaf and pour everything else into a blender. Blend the solids until they turn into a purée.

Strain the purée and put it back in the pot. Add the milk and cook slowly over low heat. Finish with salt and pepper to taste.

Serve garnished with parsley. For a change, you could substitute the parsley for cilantro.