There are quite a few Milkshape lessons in this module on how to make video games. These links will take you to the specific lessons. If you don't know much about Milkshape you should just start at the introduction to modeling. It will take you in a linear fashion through all the lessons one at a time.
A look at Assassin's Creed II - From a game makers perspective. This game is remarkable and there are some great lessons to be learned from it when it comes to making video games