Sorry, but with five days you only have time to choose one of those places, and it shouldn't be Milan. In your shoes, since you like skiing, I'd head straight to Torino, where thy held th 2006 Winter Olympics. Stay there for one night, then head to one of the ski resorts. On the 11th, have your last run, head back to Milan. Bypass it, go straight to th le Sheraton MXP, and come home in the morning. That would be a skiers dream trip. All other vacations to Italy that try to pack in a visit to another city everyday are really just opportunities to take photos.