Milito struck a superb winner in the 1-0 triumph to kickoff their Treble bid.
“It was a struggle and we are truly happy to have won the first title up for grabs. Now we hope for another two,” said Milito.
“We need to take it one day at a time and face Chievo in the best possible way. Obviously this will give us more confidence going into the next match.
“We knew it would be tough and I compliment Roma, as they are a great squad who caused us a lot of trouble, but we took our chances well.”