I did this last year when it snowed and the kids loved it - planning to do the same in the morning as it's just started settling here. There is a v funny "How To" film on You Tube from the US, but here's the recipe anyway:
Scoop up bowl of clean fresh snow.
Add several shakes of vanilla essence.
Stir in small glass of milk.
It's really lovely and will keep in the freezer.