Lets take a look at Chelsea's set up:
They use a regular back 4, 1 DMF , 1 CMF and 1AMF. In front 2 wingers and one CF.
The key to stop'em is obviously on those open wide wingers. To do this you have to got a good player presence on the wings.
You can either adopt a 4-4-2 formation with SMF to have a 2 on 1 advantage( 1 SMF and 1 SB against one lonely WF).
Other choise is to use 5-3-2 and have those wide defenders as SB instead of WB or SMF.
And finally as you play with Milan, a 4-4-2 diamond formation is also sutable. Because you get SB vs WF and those extra midfielders to cut space on the wing (even if you don'e use SMF, those midfield players on the side(I use them as CMF) shoul help reduce the space of play in your midfield, reducing the chance of through passes or 2-1 chances).
In the end it all comes down to: You.
The ability to anticipate plays from the oponent and the necessary manually draging of players is a skill that can only be learned with practice.