Millipedes do not actually have 1 000 000 legs, or even 1 000 (milli is the Latin for 1 000) but they do have a lot, and some species can have more than 700, though yours will probably have between 200 and 300 when it is an adult (count the body segments multiply by 4 add subtract 8).
All Millipedes are members of the phylum Arthropoda, and the Class Myriapoda (along with the Centipedes) and the subclass Diplopoda. This is a reference to the fact that each of what looks like the Millipedes body segments to you is in fact 2 body segments fused together. This explains why they have 2 pairs (4) legs on each apparent body segment.
Millipedes are essentially soil animals, and in some ecosystems they are more important than worms as agents of soil turn over, and like worms they eat the soil as they burrow through it.
The cage should be larger than the Millipedes, I prefer a fish tank at least as wide and twice as long as the length of the largest Millipede. All Millipedes are burrowers to some extent and the cage should contain at least 5 inches of a damp mixture of peat and sterilised compost in the bottom. The substrate should be kept damp at all times, remember it will dry out from the bottom if heated from below by a heat-pad and you might not notice and that it will dry out more quickly at the heated end. Remember Millipedes produce a lot of faeces and eat the soil so clean them out occasionally.
All Giant Millipedes come from tropical or sub-tropical environments and you will need to keep them warm, the best way to heat the cage is to a Heat-mat, this should be placed so that half the cage is resting on it and half isn't this will create a temperature gradient and allow your pets to find their own favourite spots.
Different species of Millipede feed on different things in the wild, many eat rotten fruit and veg, but some are specialist on fallen and decaying leaves, and you should ask your supplier what yours eat when you get it. If he seems unsure or you have already bought them try offering your Millipedes a mixture of leaf-litter in various states of decay and some freshly over ripe soft fruit (stone friuts, tomatoes and bananas are good as are small melons and pumpkins) with some mushrooms and or lettuce occasionally.
It is important to remember that Millipedes have a positive requirement for CALCIUM in their diet (they use it to build their skeletons) and you will need to supply them with some, you can buy calcium supplements from most pet shops these days. You can also make your own by scraping a cuttle fish skeleton with a knife over their food and into the compost.
Your millipedes will breed naturally if they are adult and happy. Their genitalia are on their 3rd body segment, and the males have their 1st pair of legs on their 7th body segment modified into a special pair of clasping organs, they often carry these held up close to the body and this allows you to tell what sex your Millipede is. Millipedes have a simple courtship which involves the male walking along the males and stimulating her with rhythmic pulses of his legs. When the female raises her front segments the male entwines her body around her and when their genitalia are opposed sperm transfer occurs. Females can and will mate many times, but can be damaged or even killed by larger males which can force them to bend backwards to far (though I have never seen this happen).
The female will lay her eggs in a nest she constructs of compressed soil below the soil surface, in many species she will stand guard over her eggs until they hatch. Baby Millipedes are born with only 4 or 5 body segments of which the first has no legs at all and the next three have only one pair of legs each and the rest have none, as they grow they rapidly add more 'diplo' segments (each of these has the normal 2 pairs of legs) each time they moult. Like all other Arthropods Millipedes grow by moulting (shedding their skins), millipedes moult underneath the soil surface in a special little chamber they build for this purpose so don't worry if you don't see them doing it. Be patient though that millipedes are slow growers and the largest species can take up to 10 years to raech maturity. Most different species of millipedes can be kept together providing they have the right foods.
Some species of Giant Millipedes can exude a defensive fluids from some special glands in their bodies and in some cases these can be very corrosive so be careful, I have never been hurt by any of the Millipedes I have kept.
On a final note Millipedes make wonderful and fascinating pets if cared for properly and I wish you lots of fun with yours.
For more information on Millipedes in general see the Diplopoda Page