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The millipede's around here (Austin) have no sting.  Some of the
centipedes do.  The question Rebecca Snyder asks is much like
asking "How venomous are snakes?"  One either wants to ask "which
snake?" or point to some reference on the many different species
of snake.  Similarly, there are many different species of
millipede and centipede.  (These are different families;
millipedes have two pairs of legs per body segment, while
centipedes have but one pair.)

Sorry if this information is not useful.