What is a mill ?

A mill is a machine tool capable of shaping a piece of material in a precise fashion by cutting the material, never by grinding it. The mill looks very similar to a drill press, except that : It is used to grind metal into shapes, not drill holes in it. So the bit for a mill has a completely flat head.  It usually uses a much more powerful motor, and uses a 3-axis mount to move the sample in the X, Y, and Z diections wrt the mill bit.

The process of milling requires a lot of patience. Despite the similarities to a drill press, you should never try to drill straight down into a block of metal with a mill. And actually shaping a piece of metal requires the incremental shaving of layers of metal off the top of your sample with the very tip of the bit. If you try to force anything, then at best, you will ruin both your expensive bit and your carefully crafted sample. Not surprisingly, many professional machine shops use CNC(Computer Numerical Control) mills nowadays, and leave the work to the machine.