When I was younger I actually saw one of those millipedes at Petco and desperately wanted one for some reason... Haha. You sure those things don't bite? They look a little scary. I don't know if I'd want to have one in my house. I mean, I'm not necessarily scared of bugs (unless it's a spider, then I'm a nutcase), but that's a pretty big bug right there.
Well, according to my research, and I have researched getting one, there are mites that live on some of the millipedes that were imported and some people aren't too happy about that so they banned the importation of these species. However, millipedes already in the US are alright to own, so exotic breeders of these species (which it isn't too hard to breed them, actually) started to up there breeding to meet the demand for them. Their prices went up accordingly.
However, if you go to the Ward Science website, they sell them relatively cheap at about 32 bucks a millipede.