Combine the sugar, butter, cocoa powder, and milk in a large saucepan. Bring to a boil over medium-high heat, and cook, stirring, for 2 minutes, until the butter is melted and the sugar is dissolved. Remove from heat, and fold in the vanilla extract, oats, and walnuts. Use a 1-ounce scoop or 2 tablespoons to drop cookies onto the prepared cookie sheet. Refrigerate for 10 minutes, until firm. Enjoy!