Place the bottle of vodka in the freezer overnight, to really get it cold. It will have a sort of syrup-like texture.

In a stainless-steel shaker, place some ice cubes, add the vodka, the bourbon*, and the vanilla extract**. Shake vigorously until your hand feels really cold (there should be some frost on the shaker).

Serve in a lowball glass on some fresh ice cubes. Feel free to improve on the recipe. Enjoy! ;)

*You can also replace the bourbon with Southern Comfort, as suggested.

**Alternatively, you may use some vanilla flavored vodka, but vanilla extract is better, because you can dose it as you please.