This experiment was really exciting to watch. We poured milk in the bottom of a small dinner plate. I added one drop of each color of food coloring in the center of the plate. (David got a little carried away with the blue, so we had a few drops on the bottom of the plate. It still worked just fine.)
We put a drop of Dawn dish soap on the end of a q-tip. Place the q-tip in the center of the colors and watch them swirl around the plate.
Here is a description of what is happening with the protein molecules in the milk: http://www.scholastic.com/parents/resources/article/science-nature-activities/home-science-experiments-color-changing-milk