When I flew Aegean from MXP, it was from terminal 2. Had to go by bus from T1 to T2. The bus was a short stroll directly out from the T1 baggage claim area, IIRC. You might want to check with Aegean before you depart.
Here are links to two maps that might help --
http://www.airportmalpensa.com/terminal-map.html
http://www.skyteam.com/go/milan/MXP/map.html
Last edited by Hawk Circle; Aug 30, 2010 at 5:00 pm