As lynnJonathan says, you might have to rename some of the morphs, using either a text editor or the Morph Manager utility in Free Stuff. The Mimic FAQ, with all the technical details, is here.

I use Mimic with the Millennium figures all the time, also:
Michael 2 (MPEG format, 335KB)
Victoria 2 Reduced Resolution (MPEG format, 537KB)

In fact, with enough technical know-how, you can make almost any figure Mimic-compatible, although some are easier than others:
Lemurtek's Lionheart (MPEG format, 231KB)
Mike the TV (MPEG format, 541KB)
Sabrina 1 (MPEG format, 779KB)
Sabrina 2 (MPEG format, 633KB)