Add the warm milk, butter, egg and salt to your bread maker pan. The order of these 4 ingredients doesn't matter as long as they are the first 4.
Add the flours. Try to add them gently to keep them floating on the milk. It is helpful to level this layer out before adding the sugar.
Sprinkle the sugar over the flour.
Create a well in the center of the flour layer that is about 1" across and not quite down to the milk layer. Add the yeast to this well.
Set your bread maker to the dough setting. On my bread maker this is setting number 9 and takes 1 hour 30 minutes.
Once the bread maker cycle is complete, turn the dough onto a clean surface and divide into 2 equal portions. Shape each portion and place it in a greased loaf pan.
Place these pans in a warm place to rise until doubled in size. I set my dehydrator to 95F and place the pans inside or use the proof setting on my oven. This rise usually takes about an hour (this is entirely dependent on the temperature of your room).
When the dough has nearly doubled in size, preheat the oven to 350F.
Bake loaves at 350F for 25 minutes. Use a thermometer to check the internal temperature, its should be 190F - 195F when they are done.
Remove from pans and transfer to racks to cool.
Notes
*To make dinner rolls: Divide dough into 12 equal portions in step 5. Shape into buns and place in greased 9x13" pan in step 6.