Are you running AutoCAD Architectural or Civil3D?

If so then millimeters would likely be disabled in those toolsets.  The number selection for millimeters in DWQGUNITS is 3 but you would have to run AutoCAD plain to see that.

You should look in the Autodesk application folder on your start menu and select the AutoCAD shortcut for plain.  The AEC toolsets always provide a shortcut for plain ACAD.

Cheers,

Blaine