That is false. The Glycemic Index is a poor, outdated method by which one could estimate the insulin response the pancreas would put forth. The better index to use is the Insulin Index, a newer index that measures insulin response based on none other than insulin response. So, it's best to estimate the insulin load (similar to a glycemic load) of a food to determine the insulin response. Milk, although cosidered low on the glycemic index, actually has a pretty high insulin response which would be reflected on the insulin index if you look it up.
The verdict: for strict insulin response, milk is fairly decent for an insulin response. There are much better carbs out there though. Try dextrose or maltodextrin. I like a 1:1 ratio of those two.