Apple Shampoo - You probably did what I did. When you park up, get out and cross the road. The game says "park outside Millies house" yet you are actually told to park across the road from her house.
Anyway, the house is directly opposite where you park. Walk over there and wait for an old man with a dildo. Kick the shit out of him, take dildo, enter house. Done.
For everyone else thats having problems with girlfriends, theres a guide thats been submitted to GameFAQs thats actually quite helpful.
EDIT: Link don't work. Its not hard to navigate GameFAQs, just find it yourself.