Line a glass dish with the Lady Fingers, or with small slices of cake. Soak the gelatine for a minute in a quarter cup of cold water. Then, in a small bowl, dissolve the gelatine over a pot of boiling water. Whip the Cream, and then combine the gelatine with the Sherry Wine. Add the Vanilla Extract. Add the sugar to the Cream carefully, and then the gelatine very carefully. Stir immediately, and then pour the Cream over the Lady Fingers, and set away to harden.