In a large bowl combine the butter and sugar and beat with a wooden spoon (or alternately, cream the butter and sugar in an electric mixer that is fitted with a paddle attachment). Add the egg, then the milk and mix until combined. In a separated bowl combine the aniseed, salt, baking soda, and flour, mix well then add this mixture to the first bowl. Mix the dough until it forms a dough, then knead together just until it forms a smooth ball. Wrap the dough in cellophane and refrigerate it for at least 1 hour.
Preheat an oven to 350 degrees Fahrenheit. Roll the dough out to approximately 1/4 inch thick and cut into desired shapes. Bake the cookies on a lightly oiled cookie sheet in the preheated oven for approximately 10 minutes, or until light golden-brown. Cool on a wire rack and, if desired, ice the cookies with simple sugar icing.