are proteins trapped within the skin, while comedones are fats and skin debris trapped within the pore.
Exfoliating the skin, or removing the dead skin cells from your skin with an abrasive product or chemical, is beneficial. But brutally scrubbing your face with soaps and chemicals too frequently may actually create milia.
This gentle exfoliation helps make eventual removal of the milia easier because the skin layer around the milia becomes thinner, with frequent, yet gentle exfoliation. This is a preventive measure, not a cure.
You'll need to have a professional like a dermatologist or aesthetician extract them.
ref:http://en.allexperts.com/q/Makeup-Skincare-1434/Hundreds-Tiny-Bumps.htm