DS used to do that. His problem was the dummy. Once we got rid of the dummy, it took about 4-6 weeks to start sleeping through. It's taken a lot longer but we have trained him not to wake us when he comes in. I often wake up to see him sleeping beside me with no idea how long he'd been there (about once a week when he's well - more often when he's sick). We praise him lots when he's stayed in his own bed all night. He feels so proud of himself. I would say to stop giving her milk. Keep a water bottle by her bed in case she's thirsty. Explain it to her - she's a big girl, big girls don't have milkies during the night etc, but expect it to take a while to get used to the new routine. Now to follow my own advice because DD needs to drop her 4am feed (More to the point - I need DD to drop that feed.). She usually goes back to sleep but it can take over an hour. I have considered getting up but I'm too tired and she just whinges all morning because she hasn't had enough sleep.