Basically he's trying to say, the way you structured the sentence, "without losing any mills" comes across as if this is a disadvantage, when in fact it isn't. E.g "How to win without having any mills", that would make sense.
The whole structure of the sentence requires the 2nd half to be a negative that makes it harder for you to win. Whereas "without losing any mills" is a positive, and thus doesn't fit properly. "Winning without losing a mill" would have been more appropriate.
