A mattress may appear difficult to clean because any liquid will seep right in. Milk can seem like a bigger problem as it can smell badly after a while. With a little quick thinking you'll find that spilled milk is nothing to cry over.
Blot up as much excess milk as possible with a clean cloth.
Sprinkle borax liberally over the area, making sure the entire soiled area is covered.
Allow the borax to sit on the stain overnight. If overnight isn't an option, leave the borax on as long possible through the day.
Wipe the borax with a clean cloth to loosen it. As it absorbs the milk from the mattress it will dry and become hard.
Use the brush attachment of the vacuum cleaner to remove the borax from the mattress.