Christep, you are correct. It was a poor choice of words on my part. The theoretical change of planes in Chicago in my example is ignored, and the mileage is calculated just as if you would take a direct flight from Milwaukee to Shannon.
Bottom line, you are charged for the miles from your point of origin to your destination on any segment of your overall trip (regardless of how many connections you have to make), just as if the flight was direct from your origin to your destination.
Thanks Christep.
Also, if you would like to check the distance between two cities, the following site is reasonably accurate:
http://www.indo.com/distance/
It will not spit out Exactly the same distance as the airlines calculate, but it is reasonably close. Also, it does not recognize three letter airport codes, you have to type in the city name.
If anyone knows of a more accurate or easier to use site for these mileage calculations, by all means, please post the URL.
Thanks