Confectioner's custard (Crème pâtissière, or French pastry cream) (Slideshow version)
Stage 11/11 :
This short video show you how to proceed.
Remarks
It's possible to flavour confectioner's custurd with other things rather than vanilla: coffee, alcohols, etc... You can also make a chocolate custard by folding about 100 g of chocolate, broken in small pieces into the custard with the whisk while it is still hot.