Rent an Ice House
Rent an ice house from one of the many businesses located around the lake. Ice houses vary from simple one-man square shacks that block the wind to larger structures which are heated and have built-in beds and a variety of other amenities. Temperatures in January and February will fall well below freezing, and wind-chills in excess of 30 mph are common. Even the cheapest ice houses will, at the very least, block the wind.
Invest in Proper Footwear
If your feet get wet while you are ice fishing, you will be miserably cold. Start with thermal socks that wick away the sweat from your feet to keep them dry, and make sure to have a good pair of snow boots. Purchase a pair of waterproof snow boots that are good to at least 50 degrees below zero.
Dress
Make sure to dress in multiple layers. You'll become warm while moving around a lot and become cold when you are not moving. Multiple layers give you flexibility, allow you to be more comfortable and trap the air so you stay warmer. Layers should include long underwear, turtlenecks, sweaters, jeans, snow pants and parkas.
Attract More Fish
If you have rigged your ice-fishing jig and tip-ups and find that you are not catching fish, you will have to change your approach. One of the best Mille Lacs ice-fishing tips is to attract more fish by chopping up some of your live bait and dropping it in your hole in order to bring some fish your way.