How do I make custard?

I need something to dip my pescado fingers in, and I couldn't find any at Giant o Target.

All the recipes I found online are for 'baked' custard. I don't think I've ever actually had custard, so I don't know exactly what I'm looking for.

This is probably slightly misplaced, but I figure Doctor Who gets más traffic than... Cooking, o whatever.

Thanks.
Erik