Just a heads up that you are more likely to get an answer in /r/AskAnthropology with this question.

The consumption of milk is a complex behavior which requires either direct chemical modification of lactose sugars or biochemical adaptation. These have arisen in several places independantly throughout history.

Mainly, this occured through a mutation which appeared somewhere in the vicinity of Turkey about 5 000 ago. The favorable variant spread out through the populations of western Asia and Europe, and roughly followed the spread of nascent pastoral practices.

More illuminating, however, is the more recent (but undated) independent emergence of 3 loci of milk usage and/of tolerance in Africa: in Tanzania (the Hadza and the Maasai) and in the rift valley (the Tutsi). Both the Hadza and the Tutsi independantly acquired a mutation allowing for the digestion of lactose, but the Maasai mix their milk with blood to curdle the lactose out of the milk (thus circumventing the need for lactase).

see:

http://evolution.berkeley.edu/evolibrary/news/070401_lactose

http://www.nature.com/news/archaeology-the-milk-revolution-1.13471

http://www.news-medical.net/health/Lactose-Intolerance-History.aspx

http://www.nytimes.com/2006/12/11/science/11evolve.html?_r=0

http://darwinstudents.blogspot.ca/2009/02/evolution-of-lactose-tolerance.html