Meh, you have to expect it. You could name your child Joe and I'm sure someone will screw it up. If people have never heard of Mila before, I see "My-la" as a reasonable attempt at saying it. My name is Melanie and people have mispronounced it many, many times.
Maybe if people would stop interchanging "I's" and "Y's" in names people wouldn't get as confused!?!