We have constructed an apparatus to study DC electrical breakdown in liquid helium at temperatures as low as 0.4 K and at pressures between the saturated vapor pressure and $sim$600 torr. The apparatus can house a set of electrodes that are 12 cm in diameter with a gap of $1-2$ cm between them, and a potential up to $pm 50$ kV can be applied to each electrode. Initial results demonstrated that it is possible to apply fields exceeding 100 kV/cm in a 1 cm gap between two electropolished stainless steel electrodes 12 cm in diameter for a wide range of pressures at 0.4 K. We also measured the current between two electrodes. Our initial results, $I<1$ pA at 45 kV, correspond to a lower bound on the effective volume resistivity of LHe of $rho_V > 5times10^{18}$ $Omegacdot$cm. This lower bound is 5 times larger than the bound previously measured. We report the design, construction, and operational experience of the apparatus, as well as initial results.