Create a milestone while creating a task
When writing a task, and you want to add it to a milestone, but you realize that you want to add it to a milestone that doesn't yet exist, you have to leave that page, create the milestone, then create the task, and associate it with the milestone.
How about, when you are creating the task, and you click 'add to a milestone' there's an option to 'create new milestone' that opens a dialogue box on the same page that allows you do that, then go straight back to editing your task?
To hard to cover all scenarios while keeping UI simple. You have Milestones tab inside Freedcamp - right click - open in a new tab, create a milestone and expand ToDo to add it to a Milestone?