Former test batsman McMillan paid tribute to the quality of Australian quicks Mitchell Johnson and Mitchell Starc, who ripped out four New Zealand wickets in 26 balls to have the tourists' rocking late in the day yesterday.
''They came hard for a 20-minute period and we make mistakes," he said.
''If you make them at this level quite often it can be costly. The key for us now is keep building partnerships tomorrow. We've got two fighters at the crease (Kane Williamson and BJ Watling) who've had a lot of success together."
McMillan had high praise for Williamson, who starts today on 55.
''He's a quality player. The way he played today, I thought he was exceptional."
McMillan conceded senior batsmen Ross Taylor and Brendon McCullum, who made 0 and 6 respectively in a combined 13 balls, were short of a gallop.
''You can do as much work as you want in the nets but it's no substitute for being out in the middle. But they're quality players with very good records."
Starc admitted having 556 runs on the board meant ''you're allowed to be attacking and aggressive" with the ball.
''It's still a good wicket but we thought there would always be enough in there, and if we bowled well enough and got the ball in the right areas, we would be a chance to take those wickets," he said.