The Scot recalled how he spoke to Sir Alex Ferguson on the telephone ahead of his transfer from Bristol City in November 1988. "I can't really say no, can I?" Milne told the boss.
Also in our free clip from the programme, the wide man discussed scoring against another of his old clubs in Charlton Athletic and arguably his best performance for the Reds at home to Liverpool.
Look out for the next episode of When The Floodlights Fade, starring former midfielder Eric Djemba-Djemba on Sunday 31 March.
For MUTV schedules and subscription details, see manutd.com/mutv.