Milde began his career with Dynamo Dresden, and made his debut for the club in a DDR-Oberliga match against Hallescher FC Chemie in April 1988.
In 1998 Milde signed for FSV Zwickau, who had just been relegated to the Regionalliga Nordost, and formed a successful striking partnership with the Serbian forward Veselin Popovic.
At this time, DSC were the top club in Dresden: while Dynamo were being relegated to the Oberliga, Milde helped them to a second-place finish in the Regionalliga in 1999–2000.
They finished 9th the following year, with Milde as top scorer (with nine goals), but after falling out of favour during the 2001–02 season he joined Dynamo Dresden for a third time.
The club won the 2002 NOFV-Oberliga Süd title in 2002, and beat Hertha BSC II in a playoff to earn promotion to the Regionalliga Nord.