Sounds like normal morning sickness. Milk does that.
I have found with all of my pregnancies milk always makes me throw up. Its the worse! I can't even handle a cup of tea in the morning anymore :-(
A nurse, also friend of mine, told me yesterday that because milk is so 'heavy' it can cause you to get sick. That happened to me the other morning after drinking a large glass of chocolate milk. Dairy can also be tough on pregnant women- just read that the other day as well... we can become lactose intolerant very easily.