It's a modified sweat gland. Milk is essentially modified sweat, which is produced by mammary glands. Sebaceous glands produce sebum, which is this oily substance designed to lubricate skin and hair....
Sweat glands are usually either merocrine (most common) or apocrine (a specialized merocrine gland usually found around armpits that may be responsible for body odor and potentially human pheromones).