Don't spend money just to get 3C collet support, they're limited and expensive compared to the plentiful and cheap 5C collets and 5C accessories like collet blocks and indexers that you can also use in your mill. I use the heck out of my 5C collet block set on my mill and it cost me less than $50.
Instead if you have more time than money, make a 5C collet adapter with the kit from:
or if you have more money than time, buy one of the Bison 5C collet chucks, they work well.
Once I had 5C collet support on my lathe I liked it so much I busted for a full set of collets in 1/64" increments up to 1-1/8". I looked at a lot of different collet brands, and was dissapointed with the "mid-range" ones I tried first, they were worse in some ways than the el cheapo imports. I ended up getting Hardinge collets for the few sizes I use often (1/2", 3/8", ...) and got the Enco house brand full set on sale. The Enco set isn't too bad, like I said they're better than the mid-range ones I tried first. A couple of the collets had dinged threads but Enco replaced them no questions asked without even having to send back the bad ones.
With a full set you can grip any diameter from 1/8" up to 1-1/8" as long as you don't mind "pushing" a collet a little beyond its recommended range occasionally. With 1/64" differences, each collet has to cover a range of
+/- .008", which is a little more than the recommend range of a collet but since these are cheapos that doesn't bug me at all, and its been working out really well.