I have a very vague memory of this film--this is what i recall (and
also what i am sure it is not)
?steamy romance
?saw this film in the mid 90s and i am pretty sure it was on cable
?young beautiful, voluptuous female/"older" gentleman (pretentious, unhappy, angry)
?he loves her, she doesn't love him, she falls in love with him, he
casts her out and she unravels
?not a french film (i think?) but has a similar feel
?one memorable scene:  while sitting at the table naked she pours a
quart of milk down her chest
?another scene:  in a loft (new york?) she shows up--looks
terrible--he's cruel to her

this film is not l'ennui or romance (although a similar feel)

please help for i fear i dreamed this.....

Dear Cindy, 

The film you're looking for is called "Bitter Moon" and is a film by
Roman Polanski (who is better in filming painful relationships?).

Here is the plot:
"British couple Fiona and Nigel Dobson are sailing to Istanbul en
route to India. They encounter a beautiful French woman, and that
night Nigel meets her while dancing alone in the ship's bar. Later he
meets her crippled American husband Oscar, who tells him their
story... While living in Paris for several years trying to be a
writer, he becomes obsessed with a woman he met by chance on a bus. He
tracks her down and they start a steamy love affair. Soon Oscar finds
himself enslaved body and soul by her love, and continues to tell
Nigel the details of of the various stages of this relationship over a
number of visits to Oscars cabin."
http://www.imdb.com/title/tt0104779/plotsummary

The main IMDB page (where you also have a link to Amazon, if you wish
to purchase it through them) is:
Bitter Moon @ IMDB
<http://www.imdb.com/title/tt0104779/> 

Although I recognised the film the moment you mentioned the milk scene
(it is rather famous), I decided to add in a few links about the film:

Lawrence Russell, Review on Bitter Moon, CultureCourt.com
<http://www.culturecourt.com/F/Noir/BitterMoon.htm>

Wikipedia entry: Bitter Moon
<http://en.wikipedia.org/wiki/Bitter_Moon> 

Rotten Tomatoes: A collection of reviews
<http://www.rottentomatoes.com/m/bitter_moon/> 

Peter Coyote's Homepage: Bitter Moon 
<http://www.petercoyote.com/bittermoon.html> 
Coyote plays Oscar. 

I hope this answers your question. Please contact me if you need any
clarification on this answer before you rate it. I didn't have a
search strategy as such. I remembered there was a Polanski film with a
similar theme and with a famous milk scene, and I went to IMDB,
reading through Polanski's latest films.

Parts of your description remind me of "Last Tango in Paris."

"please help for i fear i dreamed this....."

   It might not  be so bad if you did only dream it. You could write
it up as a story treatment and sell it to Hollywood. :)

Wituckatron,
Only G-A Researchers with blue names can post "answers" and be paid. 
The rest of us just have to accept that we can only post free
comments.  Posting a personal email or website address will result in
the comment's being deleted.

Out of respect for the Researchers  - who work hard and deserve the
price for answering questions -  I try not to post an answering
comment to better priced questions until they have had a day or two to
inspect them (but then, I can't really remember having "answered" one
... ;-)

Cheers, Myoarin