I have had a cycle last for about a month - it will get better, I promise!
I googled your Milennium filter since I don't know much about it. I saw the media cartridge - it was just a little pocket of carbon, basically. When you change it, you throw out the little amount of good bacteria that it does hold. Most people don't run carbon in their tank all the time. It's useful for removing medicine (if you need to use meds in the main tank) or some people use it to remove the tannin discoloration from adding new driftwood. But it's really not needed all the time in the filter.
It would be better to get a filter that can hold more media - more media means more areas for the good bacteria to colonize. The Aquaclear is a good one. It comes with a sponge for mechanical filtration, and some ceramic media, I think. (I have one, but it's put away now, so I'm trying to remember what came with it.) Some people use two sponges in the media baskets for more surface area, and also, if you have two sponges, you can alternate rinsing them out in your removed tank water. That way you really can't over-rinse.
I also have a tank with a bio-wheel, and it comes with a little carbon cartridge too. I didn't use it - in the space where it went, I used some ceramic media and some filter floss. I did use the bio-wheel. When that tank was set up, it cycled fairly quickly.
Although you'll still have to complete your cycle, I think the Aquaclear will help out due to its larger capacity for holding media. Good luck!
