It's good there are no adverse effects of drinking milk during cold...Drink plenty of water... Use a humidifier, Try nasal saline sprays or rinses, If the runny nose is a persistent, watery discharge, particularly if accompanied by sneezing and itchy or watery eyes, your symptoms may be allergy-related and an over-the-counter antihistamine may help...if no improvements consult nearest physician they will help you further.

Drink hot milk. ...but avoid working out when you have any upper respiratory infection.