I just got back from a trip to Orkney - I'm officially a Miller directly from there. Do you have any additional information regarding James Miller? I have a significant amount of information on the Millers who came from Stronsay, Orkney.
The Orkney Family History Society has a website that has a good amount of source material available for research. You have to be a member to get the online access, but it is relatively inexpensive (I think it was 10 GB Pounds). It will give you access to cemetery records, census records, etc.