In a heavy medium-sized saucepan, barely boil the milk with the vanilla bean, which has been split lengthwise, scraped with the back edge of a knife and added to the milk-seeds, pod, and all (if using vanilla extract, you"ll add it after eggnog base has cooked).
Meanwhile, place a large fine-mesh strainer over a bowl set in a large bowl of ice.
Beat the yolks and sugar together in the top of a double boiler, by hand or with electric beaters, until thick and smooth, about 1 minute.