Create a cylinder with multiple stacks (you choose segments and stacks when you create one), then just pick up the verts for each stack and rotate. I would recomend moving the cylinder off the origin and rotating around the origin (rather than centre of mass). This way you'll get consistant rotation, if this is what you're after.
To be honest though, you should really be asking this on the milkshape forum.
To be honest though, you should really be asking this on the milkshape forum.