Cream shortening; gradually add sugar, beating until light and fluffy. Add eggs, one at a time, beating well after each addition.
Dissolve soda in milk. Combine flour, baking powder, and salt; add to creamed mixture alternately with milk mixture, beginning and ending with flour mixture.
Divide dough into 3 equal portions. Place on ungreased baking sheets. Roll dough into 1/4-inch thick 10- x 12-inch rectangles. Bake at 400° for 10 minutes or until browned. Cut into 2-inch squares while still warm.