Place cream, milk and sugar in a saucepan.  Scrape seeds out of vanilla bean and add seeds and pod to the saucepan.  Heat until just simmering, stirring to dissolve the sugar.  Do not let it boil.  Turn off the heat and let sit for 10 minutes.  

Whisk the yolks in a mixing bowl until pale and fluffy.  Pour hot cream onto the yolks, a little at a time, and whisking all the while.  Pour mixture back into the saucepan and cook over a low-medium heat, stirring all the while with a rubber spatula, until mixture thickens enough to coat the back of a wooden spoon.  Be sure to keep stirring the custard, scraping across the entire base of the pan.  Do not let it boil, or come close, or it will curdle.  

Once thickened, immediately remove from the heat and pour through a sieve into a clean bowl.  Let cool, stirring occasionally, and then chill in the fridge.  It will get thicker as it cools.