Hi Lena,
What type of report are you wanting to create?
If you are building a project report and using the Milestone view, i'm not aware of a way that you can specify which Milestones are displayed. This report is designed to report on the whole project, so I don't think it's possible to pick and choose which milestones are displayed.
If, however, you are building a task report and only want to pull out specific tasks where a milestone for one department is assigned, you can filter based on Milestone>>Name. SImply enter the Milestone names for that department into the filter criteria. You wont be able to use the pretty Milestone view, but you can achieve similar report results.
Hope that helps and makes sense! Please shout if you have any questions.
Best Regards,
Rich.