To most Americans, a milk shake naturally includes ice cream. But speakers in parts of New England make finer distinctions in their ice cream terminology. To a person living in in Eastern New England, particularly Eastern Massachusetts, a milk shake consists of milk shaken up with flavored syrup and nothing more. When you add ice cream it's a frappe.
Frappe - noun Northeastern U.S. (chiefly Eastern New England). A thick milk shake made with ice cream.