Police are investigating a morning bank robbery in Milford.Authorities say a man entered the Sikorsky Federal Credit Union bank at around 9 a.m. Tuesday wearing a dark nylon mask and gloves. Officials say he began screaming, jumped over the counter and took money from the drawers.Police say he threatened to shoot customers during the robbery, but did not display a weapon. According to police, no one was injured.Authorities say the suspect fled on foot and they believe he had a car waiting for him near a Krispy Kreme store.