I think you are confusing it with the Stanford Prison Experiment (SPE), which recently was made into a German-made flick "Das Experiment" (a fairly accurate portrayal of the original Stanford study except the dramatic ending).
The purpose of the SPE was to test the influence of the situational interaction on sadistic behavior in otherwise normal people. The purpose of Milgram's study was to test the effects of authority on engaging in behavior that by most ethical standards is blatantly wrong, but not necessarily sadistic.
Wojtek