Milena is definitely very pretty. Are you pronouncing it mih-len-ah or mih-lay-nah?
Milena JudithMilena CharlotteMilena PersephoneMilena Yekaterina/Ekaterina (Going with the Russian theme here.)
Or
Milena Catherine, if you prefer.
Milena GeorgineMilena HermioneMilena IrisMilena Josephine