Man of the match Eddie Lewis scored the opening goal after 15 minutes with a 15-yard left-foot shot which went into the top left hand corner of the net after Richard Cresswell had found George Koumantarakis who fed Lewis.
Preston made it 2-0 in the 24th minute when Lewis hit a left wing cross for Lee Cartwright to leap above the defence and power a header to the keeper's right.
Charlie Hearn the Millwall left midfielder was substituted after 25 minutes by Ben May and Brian O'Neill was booked in the 43rd minute for a foul on Steven Reid.
Millwall brought on Christophe Kinet in the 56th minute for 25-year-old Robbie Ryan the left back on stand by for Eire.
Preston had to replace Lewis who limped off injured and substitute Tyrone Mears came on just after the hour mark.
Simon Lynch replaced Koumantarakis after 65 minutes and Dickson Etuhu hit the right post with a right-foot shot from 20 yards in the 74th minute.
With ten minutes to go Sergei Baltacha was booked for kicking the ball away after a free kick was given and substitute Ben May was booked for a foul on Gould with five minutes left.
Millwall scored a consolation in the 87th minute when Kinet hit a 25-yard left-foot volley into the roof of the net.