In 1990, Milos decided to take up residence in the United States, where she spent time living in New York before settling down in Los Angeles. Shortly after her arrival, Milos began attending acting classes at the Beverly Hills Playhouse, which is led by renowned acting coach and director Milton Katselas. Milos worked primarily in theater circles until 1993, when she was cast in Café Americain, NBC's short-lived sitcom co-starring Valerie Bertinelli and Maurice Godin. Though the show wasn't a hit, the right people noticed her potential, and Milos began racking up an impressive television resumé. She appeared on Friends in 1995, made a guest appearance on Mad About You in 1996, and landed a reoccurring role on Caroline in the City from 1997-1998. Though she made her feature film debut in 1999 -- she played one of Tim Meadows' voluptuous love interests in The Ladies Man -- it wasn't until her performance as mob boss Annalisa Zucca on HBO's The Sopranos that she would achieve mainstream recognition.