Chill a large bowl in the freezer for about 30 minutes. 

Pour the heavy cream into the chilled bowl.

Using a whisk, beat until the mixture begins to firm up.  Add the vanilla extract.

Gradually add the sugar. Continue to beat until you get semi-still peaks. It will take a while and you might build some muscle in the process. This is a labor of love. If you want to go the easy way, you can use an electric mixer.