I guess there is some evidence that milk may cause heartburn for some although milk doesn't seem to bother me much on its own. If it doesn't bother you, then you are probably ok.
I don't seem to have a problem with heartburn as long as I am not really stressed/worried about something and avoid spicy foods and alcohol. (Of course, that pretty much means that I suffer from heartburn pretty often since I love spicy food and have been known to have a drink every once in a while. )