Update on What kind of Dog is She?

After some extensive research (I spent 10 minutes on Google), I realized that corgis aren't all blonde.  In fact, the Cardigan Corgi can come in tri-color like Millie.  They also come in fluffy like Millie.  No Australian Shepherd at all.
If you are interested, here is the Wikipedia page on the Cardigan Corgi.  Pretty cool heritage, little lady.