Combine the lemon zest and sugar in the container of a food processor. Blend until the zest is very fine. In a medium bowl, stir together the sugar and milk until sugar has dissolved, then stir in the lemon juice. In a separate bowl, whip the heavy cream until stiff but not grainy. Gently fold the whipped cream into the lemon mixture until evenly blended.
Pour the mixture into a 9×5 inch loaf pan, and cover with plastic wrap. Freeze for 3 hours, or until firm.