Her big screen movie debut was in 2003's Bad Behavior.
Mateja Govich, her brother, is also pursuing a theater career, and has performed on Broadway stage with Milena.
She joined the Broadway cast of Cabaret to play the part of Lulu, which required her to sing, dance, act, and play the violin.
Milena moved to New York on January 10, 2000, to pursue a career in theater.
With most of her previous training in singing, dancing and acting, Milena relied on her uncle, a retired Oklahoma Highway Patrol officer and her cousin a Norman Police Department sergeant, to train her in shooting and gun handling.
She joined the Norman Ballet Company when she was in elementary school.
Milena took voice classes from her father, who sang the National Anthem at Oklahoma Sooners football games for twenty-two years.
In 1997, while still in college, Milena joined the Lyric Theatre group.
Milena performed on Broadway in numerous prominent shows from 2000-2005.
She attended the University of Central Oklahoma (UCO).
She is the first person to play two different starring characters on Law & Order franchise shows.
Milena was class valedictorian in both high school and in university.
She is the first female to play one of the main detectives in the long-running series Law & Order.
Her parents were both University music professors, giving her exposure to performing at an early age.
She appeared in a series of rock concerts in China with top recording artist Fei Xiang.
She graduated college with a double major in Performance and Pre-Med.
Milena: When it became official that NBC was not going to renew "Conviction," they had apparently been thrilled with my work, and I got a phone call the next day, saying, 'We're not letting you go anywhere.
Milena: I'm filling big shoes. I'm going to be working with people who have been doing this for years, like Sam Waterston, Epatha and even Jesse has been on the show (Law & Order) for seven years now. I'm going to be getting more osmosis training. It's going to bring my own skills up.
Milena: (about moving from the cancelled "Conviction" to the original "Law & Order") They were like, 'Don't worry, we're going to find something else for you. We want you to stay on our team.' As an actor, that's the kind of affirmation you dream of."
Milena: When you come to New York, you need to come prepared. Don't expect to learn along the way.
Milena: At UCO, I learned to cultivate many different areas at the same time. I studied with many of the music faculty and I was allowed to enroll in dance classes even though I wasn't a dance major. That helped me tremendously.
Milena: I sing. I play instruments. I never dreamed I would be going to my Uncle Jerry and my Cousin Blake (both police officers) for coaching.