Put the rice in a pan and cover it with water. Bring the water up to the boil and cook the rice for 4 minutes. Remove from the heat and drain the rice. Put the rice back in the pan with the milk and sugar and bring to the boil. Immediately turn down to a gentle simmer. Cook until all the liquid has been absorbed and the rice is soft. (It takes about 20-30 minutes). You need to stir from time to time and add a little more milk if you find it has been absorbed before the rice is soft.
Take the pan off the heat. Stir half the cream into the rice. Stir in half the yoghurt and all the vanilla too. Taste and see if you are happy with the amount of sugar. Leave to cool and then chill. The pudding will get very firm while it is chilling, so before you serve it, loosen it by adding the rest of the cream and yoghurt (you may even need to add a little milk) so that you are serving cold rice pudding but not solid rice pudding.
Serve with stewed rhubarb or gooseberries spooned on top.