Use a bread machine or equivalent to mix and knead the dough. Add the millet seeds during the last 5 minutes of kneading. Let the dough rise in the machine.
Lightly flour a baking sheet. When the dough has risen (about 60 minutes) remove and punch down gently onto a lightly floured surface. Shape the dough into a rectangle. Roll it up lengthwise, then shape it into a thick baton with square ends. Place it onto the prepared baking sheet, making sure the seam is underneath. Cover with lightly oiled plastic wrap and let rise in a warm place 30-45 minutes or until about double in size.
Remove the plastic wrap and dust the top of the loaf with millet flour. Using a sharp knife, making slanting cuts in alternate directions along the top of the loaf. Let stand for about 10 minutes.
Bake at 425°F until gold brown and hollow sounding, about 25-30 minutes. Remove to a cooling rack.
