Moist environments are where millipedes thrive the most so by keeping your crawlspace less damp and using a dehumidifier in your house can help keep millipedes out of your house.
You may also need to physically remove the millipedes such as through using a shop vac to suck the millipedes up and then take them outside and get rid of them.
You might also add some bleach to a bucket and dump the millipedes into the bucket and they should die as a result of the bleach.
You can also buy some spray to spray around the areas where the millipedes are coming into the house and seal up any cracks or holes where the millipedes can get back into the house.
If you have a heavy millipede infestation in your house, there are likely millipedes breeding in your lawn or under mulch, leaf litter or debris near your foundation.
You can use some insecticide to help kill off the millipedes or just wait it out.
Millipedes can only live for a few days in the dryness of your house, so your millipede infestation will be short-lived especially if you keep your house and the air inside it dry.
The millipedes will eventually go away but be sure to seal up any cracks and holes that the millipedes and other insects can get into the house through.