Cut back on the liquid from your normal recipe if it is not firm enough and/or add a little more bread, cracker crumbs, oatmeal or whatever you are using. Use dry onion flakes or minced onion instead of fresh.
In Chris's basic meatloaf recipe I would personally omit the milk (I don't keep it in the house). But you could try it as is first, there have been ample favourable reviews. Worst case you think you would like to modify the recipe for your own tastes and you have a baseline.
If it truly is not firm enough for you you could omit the milk or cut back on the liquid. Use 1/4 C ketchup and 2 TBSP milk for example. Maybe add a few more cracker crumbs. That would help.
My meatloaves are very firm, the only liquids I use are eggs, worcestershire and salsa if making Southwest meatloaf. Sometimes I add a bit of water if it just seems too dry, but not usually. I always use lean ground meats for meatloaf, never regular.