With all their batsmen scoring runs - except opener Matthew Horne who went for a second-ball duck - the Kiwis enjoyed a rarity in the warm- up matches for the tournament that starts on Friday - 50 overs of batting. McMillan top-scored with 86 from 54 balls including 10 fours and four sixes.
Nathan Astle took advantage to compile 58 as he put on 133 for the second wicket with McMillan, and Adam Parore hammered an unbeaten 66 from 65 deliveries.
An under-strength Surrey then fell to the medium pace of Roger Twose, who cut through the lower order to take 4 for 30 off 5.5 overs as New Zealand won by 108 runs.
Australia's Adam Gilchrist, tipped to be one of the stars of the World Cup, hit 86 and put on 127 from 24 overs for the first wicket with Mark Waugh against Worcestershire. Waugh hit a stylish 64 as the 1987 champions won by four wickets. A major worry for them was the bowling of 12 wides by Damien Fleming and Adam Dale.
Pakistan managed just 10 overs at the crease against Durham at Chester- le-Street before their game was washed out but this was long enough for their opener Shahid Afridi to receive a nasty blow on the arm.
Shahid was taken to hospital but X-rays showed there was no break and he is expected to be fit for their opening match against West Indies in Bristol on Sunday. Pakistan made 50 for no wicket before the weather intervened.
Bangladesh reached 203 for 2 off 43.4 overs against Middlesex thanks to a spirited 80 not out by Akram Khan and 52 from Shariar Hossain.
They won by 12 runs via the Duckworth-Lewis method after Middlesex made 223 for 6 off 43 overs, Mark Ramprakash hitting 53 not out. Off-spinner Minhajul Abedin took 2 for 40 in seven overs.