Yes, it's nothing but a myth that cats need milk. It is actually NOT good for them. Most can't digest it properly. There are milk substitutes made, like the Catsip that was already mentioned. You really should stop giving your cat milk.
Give him water....I'm only guessing, but are goiving him human milk ? Contrary to popular belief, cats do not tolerate milk well, it causes stomach upset, diarrhea. Change him water, and they do have special milk (as a treat) made for cats as the other posters mentioned.