While Tsukasa may have made a link that Erin didn't... there's one very obvious fact about the anime and Incognito that perhaps EVERYONE overlooked. Incognito's "master" is never pointed out... and I don't know if by the time Millenium was "announced" in the manga where in production the anime was and if they could include it at all.
Assuming that the Anime was beyond teh "insert Manga plot point so it can meld in later" point they left the issue of Incognito's master out of the picture... so it wouldn't be a stretch to say that MILLENIUM is and would be the brains behind Incognito's orders and the ones planting the chips and all that stuff that anoys us about the anime when compared to the manga.
Its like a "fill in massive gap in time" sort of thing... that I don't think there was ever a long enough gap in the manga to need to fill.
Anywho... thats my take on Incognito... has been for a while, though he still anoys the heck out of me. Good riddance to bad rubbish.