Why and when does a skin form on heated milk and how can I prevent it?
I think I found the exact answer somewhere on the net. From my experience, I know frequent stirring and also adding cold milk when it cools down will prevent it. 

Also, I notice this also happens for soy milk and the layer from soy milk is used to create lots of different soy products

http://www.wisegeek.com/why-does-milk-form-a-skin-when-it-is-heated.htm

After you’ve heated a glass of milk or hot chocolate, sometimes the milk forms a skin on top of the liquid. The skin is comprised of solid proteins that combine with the milk’s fat molecules, which begin to evaporate as the milk is heated. These proteins, casein and beta, clump together when the liquid reaches a temperature of around 113 to 122 degrees Fahrenheit (45 to 50 Celsius). As the heating continues, the soft protein layer begins to dry out, which is why the milk forms a skin on the liquid’s surface. This layer of skin forms a hard barrier, causing steam to build up beneath it and increase the liquid’s temperature. When left alone, this often causes the milk to boil over.
Though milk forms a skin when heated in most cases, there are several ways to prevent this skin from forming. If you plan to heat the milk over the stovetop, frequent stirring will break up the protein and fat molecules, so that the membrane will not develop. If you are heating milk in a microwave, you can place a wax paper lid known as a “cartouche” on top of the container, which will slow the evaporation process and maintain the milk’s liquid form.
The milk forms a skin only on heated milk that contains fat. If you are heating skim milk, there is no danger of a skin forming on top. Because skim milk contains no fat, the protein molecules have nothing to bond with, and are unable to coagulate.
When made with full-fat, unpasteurized milk, the milk forms a skin that is thicker than the skin on top of low fat milk. The layer of film that develops after heating whole milk can result in a traditional English delicacy called “clotted cream,” which is spread on scones for afternoon tea. To make your own version of clotted cream at home, you can combine two parts whole milk with one part heavy cream, warming the mixture on low heat until the milk forms a skin. Leave the mixture alone overnight, and in the morning, the milk combination will be covered with a rich, creamy layer that can be spooned onto scones or muffins.