It is easy to make your own coconut milk. My mother always bought coconuts when baking her special pineapple coconut cake. As a child it was my duty to help pull the coconut meat from the hard coconut shell. When we had grated enough for the cake, mother would make coconut milk. All that is required is a coconut, water and a hammer to open the coconut. You will need 1 large coconut and 2 cups of warm water.
Make sure the coconut you are buying has water in it -- just give it a shake. Use a hammer to make two holes in the 'eye' of the coconut, then drain the water into a sauce pan. Add two additional cups of water. Heat when coconut is grated.
Place the coconut in a 400 degree oven for 5 to 7 minutes. Use pot holders to remove coconut from oven, it will be very hot. Wrap coconut in a large clean heavy towel and hit with a hammer to crack the coconut into pieces. Remove the coconut meat from the shell, you may have to use a butter knife to accomplish this. Then scrape or cut the tough brown skin from the coconut pieces.
Grate the coconut into a white dish towel. Pour warm water over the grated coconut and let sit for a few minutes. Squeeze towel to remove the coconut milk.
This may seem like a lot of trouble when you can buy commercial coconut milk but home made coconut milk has a richer and fuller taste than store bought.