Hi Gala,
Welcome to Tuscany!
Easiest and cheapest - not fastest is by Sena eurolines  Bus.
www.sena.it/
you can catch a bus from Milan to Siena (only 35 euro) there are 3 a day
boa.busbookingline.it/web/eurolines/application/booking/trip

Then from Siena to Montalcino check on Google transit Toscana
touristmanagement.com/2011/03/google-transita-great-opportun

enjoy your trip!