I had a recipe that called for cream of coconut. I was finally able to find it in the "ethnic" part of the grocery store. The name brand that I purchased was "Goya" which seems to be the brand for alot of the Mexican or ethnic foods. As for the difference between it and the coconut milk, I think the cream of coconut is a little thicker. You might have trouble getting the pie to firm up if you use the milk. I'm not sure. Anyway, below is another recipe for Killer Coconut Cake that requires the cream of coconut. If you like coconut, you will LOVE this cake. Note: It is SUPER RICH though.

Killer Coconut Cake

1 (18oz.) box white cake mix
1 can sweetened condensed milk
1 can cream of coconut
1 large container Cool Whip
1 pkg. flaked coconut

Make cake mix as directed. While still warm, poke holes in the cake and mix the condensed milk and the cream of coconut together and pour over the warm cake. When completely cool, cover the cake completely with cool whip and sprinkle the flaked coconut over top. Enjoy it fresh or refridgerated. You must store this cake in the fridge.