Moira,
Oh. Milan is lovely. I lived there for a while.
I would suggest Il Duomo, the massive cathedral in the centre of the city. There are often things going on in the square there as well. If not its surrounded by cafes and gelateria.
It's right next to the Galleria Vittorio Emanuele II, a beautiful glass domed arcade, which is often seen in photos of Milan.
Also check out the "Quadrilatero" - a triangle of exclusive streets with all the top designers - Gucci, Armani, Louis Vuitton. I used to spend hours sitting in a cafe there aghast at some of the ridiculously dressed women stalking about. Hours of entertainment. I also persuaded DP to get me a very nice Tiffany necklace there too (hint hint!). Look up Corso Vittorio Emanuele, that's one of the streets. It also runs off Montenapoleone, which is another good window shopping street (not quite as expensive, has normal stores like H&M and Zara too).
Also, go to the church of Santa Maria delle Grazie to see the Last Supper - especially if you've read the Da Vinci Code. Try to book your tickets in advance.
Be aware that it's all unbelievably expensive. Check prices before stopping at a restaurant close to the centre, it can be heart stopping.
Have a wonderful break! Let us know what you end up doing (and if you get a tiffany necklace!)