Combine flour, baking powder, and salt in a medium mixing bowl; stir well. Cut in shortening until mixture resembles coarse meal. Add cheese; stir well. Sprinkle milk evenly over flour mixture, stirring until dry ingredients are moistened.
Turn dough out onto a floured surface; knead 4 to 5 times.
Roll dough to 1/2-inch thickness on a lightly floured surface; cut with a 2-inch biscuit cutter. Place biscuits on a greased baking sheet. Bake at 450° for 10 minutes or until lightly browned. Serve hot.