Combine flour, cornmeal, baking powder, and salt; stir well. Cut in shortening with a pastry blender until mixture resembles coarse meal. Sprinkle milk evenly over flour mixture, stirring just until dry ingredients are moistened.
Turn dough out onto a lightly floured surface, and knead 10 to 12 times.
Roll dough to 1/2-inch thickness; cut with a 2-inch biscuit cutter. Place biscuits on greased baking sheets. Bake at 450° for 10 minutes or until biscuits are lightly browned.