Try this method.. go to the Missouri SOS civil war records and search for Mills, Alexander. You will find him listed in the 1st Regt Cav Volunteers. Click on the view details button. Click on the 1st rest Cav Volunteers link under uni Detail. You then have a table of roster. Highlight table, copy into an Excel spreadsheet. You'll need to do this for each page adding to the sheet each copy. In Excel copy the company column to an inserted first column and sort. You will then be able to pull the names in Company E or any other company for that matter.... Good luck, its a bit of work but I've done it several times for other units.

John R