Combine milk, sugar and lemon rind in a saucepan and bring to the boil. Add rice and simmer gently, uncovered, for 40 to 50 minutes or until the rice has absorbed all the milk. (Depending on your rice, you may need to add another half-cup of milk). Remove from heat, cover, and allow to cool.
Heat the oven to 180°C (350° F). Oil a 25 cm (10 in) cake pan with removable base.