Since pesticides have safety concerns and can kill other beneficial insects (bees and butterflies), environmentally friendly measures should be considered first. From a Clemson University PDF:
"Nonchemical Control: If garden millipedes are occurring in great numbers indoors, it is usually an indication that there is a large population in the area surrounding the home. To control these pests, the most important step is to remove materials that give them shelter in the immediate area around the home. This includes excessive mulch, leaf litter, thick grass, rocks, boards and similar materials. De-thatching the lawn and mowing closely allows for drier conditions, which reduces the areas where they can live. Watering in the morning rather than the evening, also gives the lawn a chance to dry before they become active at night.
Try to prevent garden millipedes from entering the house by making sure doors and windows fit tightly, and as many cracks and crevices are caulked as possible. Remember that they may be entering your home from high areas just as easily as low areas. In most situations, garden millipedes found indoors can be easily removed with a broom or vacuum."
"During mass migrations of millipedes, residual pesticide deposits on the soil surface will have very little effect because of the relatively short time of exposure as millipedes move across treated areas. For effective management in these situations, it is desirable to identify the location of the migrating population by inspecting during the night with a flashlight. Look in areas such as outlying grassy and wooded areas. Direct nighttime treatment of millipedes with an appropriately labeled contact pesticide may be needed for several nights in severe cases."Migrations are time limited events. Another treatment is waiting them out. After all, millipedes need love too.
More on Millipedes at Wikipedia and this past blog.