The Slovenian, who is likely to feature for his country this week in the Euro 2004 qualifier against Malta, has played his part in the team's stirring start to the season that has seen them collect ten points from four games.
He has yet to start an away fixture, but came on to good effect against Everton in our opening encounter. However, he has been named in the starting line-up for both our home games so far against Aston Villa and Southampton and has quickly become a crowd favourite with his own brand of skill and trickery. He is also a mean exponent of set pieces.
While not surprising him, he feels the hurly-burly of the Premiership will take a bit of getting used to.
"I feel okay, but I need a little bit more time because it is physically hard, really hard," he reasoned.
"I think that 60-70 minutes is no problem, but think that for the last 20 or so minutes I need more time and more games."
Milenko was a constant threat to Southampton in Saturday's tough examination when he got the ball and he reflected that outside expectations of an easy three points made things tricky.
"We expected it to be a difficult game because we know Southamton have a good team.
"Everybody was saying we were going to win and it is tough when a full stadium thinks you are going to win.
"You go 1-0 up and play your best, but they came back into it and made it hard for us when we had the ball and soon it was 1-1.
"I must admit that at the finish we were a little lucky, but we got the penalty and the win.
"We had to be positive and go for the win. It's really something now, we have ten points and I saw on television afterwards that we were first.
"It is special because we are up there with a lot of top clubs and it is nice."
Milenko Acimovic explained that he feels he needs more time to fully adapt to the physical nature of the English game - but is very happy with how things are going so far.