how do i keep my sons milk cold when im out??

You could also try filling the cup half way the night before. Then freeze it. Just before you're ready to go, finish filling it up, The icemilk will keep it cold. I do this with bottled water in the summer and it takes about an hour to melt. So, obviously this is not a all day long walk solution.

I bought a thermos from walmart that keeps things cold for 4 hours and hot for 6 hours. it was like 15.00.

you can always put it in a temp controlled sippy cup. Or you could put in in a temp controlled bag with an ice pack? My diaper bag came with a bottle sized temp controlled bag so I'm sure you could find one that's not to big.

Pack it in an insulated lunch bag with an ice pack... or buy it when you need it... or pour it in a thermos.

thermos or a small cooler with ice

Keep it in a small cooler or lunchbag :)