Place sugar, salt and yeast into warm (not hot milk). Let stand for a few minutes and when yeast dissolves and grows, pour it in your flour.
Add warm water and start getting messy. You should knead your dough until it doesn't stick to your fingers.
Cover dough with cloth and put it in warm place (for instance near heaters).
When your dough has expanded, knead it once again and let stand until it grows completely again. Then, you should knead it some more and sprinkle with some flour.
Put it in the greased pan in which you plan to bake it, spread until it's about half inch thick and let stand in your baking pan for about half an hour. Then, put it in your hot oven, which must be turned on on 400-420 F.
Bake it until it's golden and put in a tooth pick and check if it's all baked thoroughly.