http://www.milkshape3d.com
This is the home page Rich.
http://www.swissquake.ch/chumbalum-soft/files/ms3d166a.zip
This should get you the file directly, but go to the homepage (1st Link) and then look at the left side of the page, See the Download link? There are many more files needed than just the program. Help files among others.
Nov 2 2003 MilkShape 3D 1.7.0 Beta3 (local download) ms3d170beta3.zip, 4307 Kb
Apr 19 2003 MilkShape 3D 1.6.6a (local download) ms3d166a.zip, 4024 Kb
Apr 19 2003 MilkShape 3D 1.6.6 - 1.6.6a patch (local download) ms3d166-166a-patch.zip, 586 Kb
Dec 01 2002 MilkShape 3D 1.6.5 (local download) ms3d165.zip, 3878 Kb
Sep 02 2002 MilkShape 3D Helpfile (by sckoobs) MS3DHelp.chm, 3733 Kb
Dec 01 2001 MilkShape 3D SDK 1.5 (works for all versions of MilkShape 3D) ms3dsdk15.zip, 156 Kb
Jan 18 2003 Mesa 5.0 Software OpenGL Drivers mesa50dlls.zip, 636 Kb
Aug 06 2000 MsViewer MilkShape 3D ASCII Viewer for demonstrating how to process the bones and vertices, full source code included) MsViewer.zip, 117 Kb
You might need the mesa drivers if you have a problem with OpenGL, The SDK if you want to make your own plugin (lots there, I haven't copied those) etc. etc. etc.
Check the site out, tutorials, a forum etc.