Millennium or Millennium Pro? Out of the 1000+ rounds through my MilPro, I've had four malfunctions: one human error (didn't seat the mag all the way in) and three crappy reloads, two of which were solved with a second pull of the trigger. But that's the MilPro.
I have a mil pro and had 1 misfire due to cheap ammo Academy sports brand, had a bad primer, check to see if firing pin hit primer firmly if it did it is not the gun but the crappy ammo. I find white box winchester shoots fine and is still cheaper than most Wal-mart sells it. A lot of bad press on guns is not due to the gun but more an ammo problem.