Milk is good to go. Saturated fats are great for you, problem is, the rest of the world doesn't see it that way. LDL cholesterol, often termed the bad cholesterol comes in varying sizes, and large particles may actually be heart healthy. The problems arise when you are overweight/ have high triglycerides which "push" down the particle size making them more susceptible to being oxidised and therefore leading to atherosclerosis.
Saturated fats are not bad for you at all; being overweight is where the problems arise.