First start the burglary mission in Los Santos then go to Vinewood and up to Madd Dogg's mansion, but don't go to the mansion skip the entrance and continuce driving west on the road, soon you'll reach a bridge, cross that bridge and right after you cross it turn right there should be a big house (maybe not so big).
Park the van and enter inside, then go straight in the corridor (better crouch or soon you will have 3 stars wanted level) then you will see a staircase in your left.
Go upstairs and when you reach the second floor look at the wall and you will see a picture of Katie Zhan and some guy with her. Maybe he was her boyfriend or maybe he still is
Continue going straight in the same corridor and you will see a table if you look closer you will see a magazine with a picture of Millie.
Here are some pictures:
Edited by The_Raven, 16 August 2006 - 08:44 AM.