Problem with the timeline : milliseconds are missing

You are looking at timecode, not milliseconds. There are no milliseconds in video. There are hours, minutes, seconds, and frames.  If you type in 30 and the time is 0:00:01:05 then your comp is set to 25 frames per second. There is nothing wrong. 30 frames is one second and five frames long.

If you type 30 in a comp that is 30 fps then you'll get 0:00:01:00. The only way to end up with 30 in the last two digits is to have a composition that has a frame rate that is higher than 30 fps. Keyframes are always set based on time. If you set a keyframe at 2 seconds and 4 frames, and you change the frame rate from 30 to 60 frames per second, the keyframe will now be at 2 seconds and 8 frames. The time for the keyframe will never change, but the time display will.

You can change the display to frames only if you hold down the Ctrl/Cmnd key and click on the timecode. 

You should spend some time studying video formats and standards. Just poking around in the UI isn't very efficient. One more thing. 29.97 is the NTSC standard for broadcast and the default timecode is called DropFrame timecode. No frames are dropped, but frame numbers are so that the time will always be accurate down to the nearest frame.

Hope this helps.

I've just understood my mistake ! I thought that last numbers of "00:00:01:05" were milliseconds but no ! Actually they correspond to images (25 per second because I've chosen this format) ! So my question was very stupid, I just needed to understand the SMPTE time code (hour, minutes, seconds and images).