Well it's true that sometimes ebay can give you knock off shirts, especially sellers from Thailand (i was about to mention this but afraid to offend those from thailand in this forum).
The key is to find a seller trusty enough, you can always ask some questions before bidding and check their records to find out if they're any good.
If you want THE original Milan shirts, go to this :
www.threelion.com
I got my last couple of season's shirt from this guy. The real one, double layered Clima Cool. It all comes with adidas bag (last season it was in metallic can with Milan logo painted). He's in Hong Kong and his service is impeccable.
The price is quite expensive, USD 78 plus USD 20 for registered shipping. But you won't be disappointed.
Speaking of ebay, while writing here, i'm on the closing stage to buy Milan jersey from 94/95 season, wish me luck...