There is a problem," whispers the tour guide. She is looking at me, or more specifically, looking at my legs. They are the problem. We are heading to the Duomo and I, in my Karen Walker dress that doesn't cover my knees, will not be allowed in. The citizens of Milan may live for fashion, but the Catholic Church is not interested.
A city obsessed with looking good, the streets of Milan are a veritable treasure trove of style. An elegant woman glides past on a bicycle wearing skyscraper heels. A grey-haired gentleman drinks his espresso at a pasticceria in bright yellow pants. Incredibly suave looking security guards stand outside the Borsa Italiana (Italy's main stock exchange), sharp in tailored suits. Even the policemen strut about in designer garb: the Carabinieri, one of the many law enforcement agencies in Italy, wear dark blue and red uniforms designed by Valentino.
The city itself may not be especially beautiful, but the Milanese make up for it with their head-to-toe well-groomed luxury.
I have never felt so conscious of my casual New Zealand style, even in Paris, the home of fashion. In Milan they really get dressed - smart tailoring, perfect hair, expensive looking jewellery - and for someone who works in fashion, it is incredibly inspiring. This is a city that encourages people-watching, fashion-critiquing ... and much retail therapy.
The Quadrilatero d'Oro, or Golden Quad, is the city's centre of fashion, where you will find Prada's flagship store opposite Hermes, which resides next door to Miu Miu, which itself is opposite the Fendi boutique.
Tourists stalk this el dorado of fashion alongside the fashionable locals ... but it's easy to tell the difference: the tourists look either lost, terrified or are wearing sneakers.
You can almost see these fashionable footpaths of via Montenapoleone, Della Spiga, via Borgospesso and via Sant'Andrea recoil at the touch of such vulgar footwear.
Still, even if you can't afford to buy a pair of $3000 heels, the area is incredible for looking at fashion on the move and, there are terrific window-shopping opportunities.
I spent an afternoon wandering these streets, perusing the racks and being intimidated by perfectly groomed shop assistants - the cliche is true, most of them really are icy - especially in Prada.
The Armani megastore on via Manzoni is worth a visit even if you think Giorgio Armani's designs are tacky - the huge flagship store has outlets for all of his labels, plus homewares, a flower, book and art shop, electronics boutique, and Nobu, for a snack after all that shopping.
Many of the fashion houses here have bars or hotels to up the fashion factor just a little.
The area surrounding that has lots of independent boutiques, bars and nightclubs too, where you will see hip fashionable things promenading and posturing.
If you prefer your fashion, design and food all to be under the same roof (or if you weren't allowed into the nearby Duomo because your knees were showing), La Rinascente on the Piazza Duomo is a great spot to spend an afternoon flicking through designer clothes, spraying yourself in perfume samples or maybe even having a meal on the top food floor.
The basement level "design supermarket" is the best part, however, with Alessi, Driade, Established & Sons, Kartell and much more on offer.
Chain stores like Zara and H&M are also nearby, as is the iconic and very beautiful Galleria Vittorio Emanuele II.
Out of the city centre near the Magenta district is Spazio Rossana Orlandi (via Matteo Bandello), a must-visit design store housed in what used to be a tie factory.
The remnants of this are seen in the rows of boxes that line the walls.
It's an incredible, jam-packed, space, with so much colour and texture and beautiful design around each corner - the type of space that sends visitors into a photographing frenzy (or perhaps that was just me).
The owner, Rossana, wanted to have her home here, but her two children weren't so keen, so instead she turned the 2000sq m space into a design showcase for young and established designers.
It's hard to find but worth the effort. Behind a gate is a foliage-filled courtyard where a patchworked Volkswagen transformed by design studio Bokja sits near beautiful outdoor furniture, wooden animals and embroidered taxidermy by French artist Frederique Morrel displayed on the back wall.
Inside are installations from Piet Hein Eek and more from Bokja Design, and upstairs is a retail store that sells everything from disposable tablecloths to beautiful crockery to lamps to a giant cardboard gorilla.
Everywhere you look is something new to feast your eyes on, and it's a pleasure to spend an hour making your way through the space - even if the only thing you can afford is the brightly coloured toilet paper.
Of course, Milan isn't just high-shine, high-end, expensive luxury. A trip to the fashionable Navigli area brings one of my most welcome discoveries: a variety of vintage stores and a grand antiques market along the Canali dei Navigli.
These busy markets, on the last Sunday of the month (except for July), have more than 200 stands with antiques, bric-a-brac, vintage magazines and much more. Bazaars and vintage stores are home to second-hand books, random collectibles and a great selection of vintage clothes.
It's a far cry from the high-shine of the inner city Golden Quad, but I leave wishing I could spend far longer, window-shopping and people-watching.
The crowd here may not be wearing Prada, but they're just as stylish and intriguing.
Getting there: Cathay Pacific flies four times a week from Auckland to Milan, via Hong Kong, as well as offering a daily connection to Rome.
Getting around: Etruscan Pleasures designs unique itineraries for small groups to discover the real Italy - including Milan - Croatia, Portugal and France.
Zoe Walker visited Milan as a guest of Cathay Pacific.