Can't add a new milestone from (near) a bug's milestone menu

When, as a project's maintainer, you are targeting a bug to a milestone, you might realize that the milestone you have in mind is not present in the menu because it isn't registered yet. But to register the milestone from there is quite difficult. You have to find your own way to the project's Overview page (preferably in a new window, so that you don't lose the other changes you were about to make to the bug report), then to the relevant series page, then to the "Add milestone" page, then submit that form, then reload the bug page so that the new milestone appears in the menu.

Ideally, the milestone menu on a bug page would have an "Other..." item if you have permission to register milestones. Submitting the form with milestone set to "Other..." would direct you to a page asking for the details of the new milestone. Once you submit that form, the milestone should be created, and the bug should be targeted to the milestone. And if XmlHttp is available, the milestone registration form could appear as an overlay as soon as you choose "Other..." (like in Facebook), instead of waiting until you submit the form.

[Discovered during user testing.]