Rhino and PowerMILL work really well together. PowerMILL has direct reading of Rhino 3DM files and so you don't need to go through IGES or some other neutral format. PowerMILL is NURBs based, so works smoothly with Rhino data.
You may also find Delcam's free modeller PowerSHAPE-e a useful addition to your Rhino toolkit. It also reads Rhino files directly.