Milestones automatically become to-do's 7 days before they are due, if the milestone is not marked as completed. Now, you can turn off this function, so that this does not automatically happen.
Visit Settings > Configuration and if "Show Milestones on Rocks" is turned on, you will see "Automatically create to-do's for Milestones not completed 7 days before due date".
Toggle this option off if you would like to manually create to-dos from Milestones.
Use the same "Make it a To-do" button next to the Milestone in order to manually create a to-do.