Relatively quickly under running warm water. Place the container of milk in a clean bowl or cup. Be sure the top of the container remains above the water at all times. You need only to take the chill off cold milk. You do not need to heat it.
Milk can overheat very easily in a microwave.
Babies have been accidentally burned by milk that was too hot. Furthermore, many of the immune properties of breast milk can be destroyed by overheating. DO NOT overheat milk. Overheating will cause it to curdle and will destroy some immune components. DO NOT leave milk at room temperature for more than 1 hour.