Iwelumo scored two goals in eight appearances during a loan spell with the Robins last season.
He returns to the club this weekend and Millen has been working with his players in a bid to stop the Scotland international adding to his five goals for Burnley.
"He's going to be a danger, for sure. Big Chris did really well for us when he was here last season and we were grateful to him, but now we have to find a way to keep him quiet and we know what we are up against," said Millen.
"He is a good target man, one who knows how to play the role, and he is a real handful. Chris is very experienced, extremely strong and a threat in the air.
"Although Burnley are a footballing side and like to knock the ball about, they have the option to play another way with the big man up front and we can expect a lot of balls to come into our penalty area on Saturday."