That has always seemed like a good idea to me, but since we don't have cattle haven't tried it. 

As I recall there is a problem about milo stalks and cattle.  I think the problem is using milo stalks shortly after they have been frosted.  Probably won't be a problem if you don't bale right after the first hard frost.

Here is what I was thinking of.  From http://extension.missouri.edu/agconnection/newsletters/is-99-10.htm You might want to read the whole newsletter.

Milo stubble will remain green longer into the fall and winter. If weather conditions remain warm and we finally get fall rains with a late frost, milo can produce suckers. These suckers can be high in prussic acid that is deadly to grazing animals. If this happens cattle should not graze the stubble for at least 7 days after a hard freeze.

I also found this article, but it is a bit of an academic read.  (take a No-Doze first)  http://www.agecon.okstate.edu/change/befprod2.htm