I'm not completely sure what you mean by "capture milliseconds", but you may find these FAQs helpful:
How can I sleep() or alarm() for under a second?
How can I measure time under a second?
as well this earlier discussion: Sub-second Timing in Timestamps

I found these by searching the site for 'second'.

In reply to Re: Milliseconds by chipmunk
in thread Milliseconds by Anonymous Monk

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