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The  constituents  in the milk are  water, some fats, proteins, lactose and minerals. THE fat in the milk  is a mixture of glyceride of fatty acids with a density less than that of the milk serum. The solid fat  dispersed in the serum in the form of small globules. When the milk is heated up,  fat globules rise to the top and at a temperature around their melting point, approximately  50⁰C, form a layer of skin on the hot milk. 

The steam bubbles that form within the milk get trapped by this skin and accumulate under it. They grow and  build up a pressure that finally rises the skin and makes some of the milk spill over.The water directly get evaporated to the atmosphere ,so it doesnt seems to be spilled like milk.