control pins independently without delay()

Well, I know it is not doing what I want, obviously, what I was attempting was to delay the turning on of a pin .5 seconds after the mill() was called. I am not clear on how to implement the milli() command, and my thinking was that I was adding 500 milliseconds on to the time that the milli() command was first called.

I will look at bld's helpful response and see if that will clear things up.