Try using the milk clamp on the tube going into the milk.Tightening it will make your milk hotter.
Your steam wand however, is a different problem.
First, check in the programming that the steam temp. is 125 celcius.
If it is, and none of the tubes from the steam wand to the boiler valve are blocked, your boiler temp. sensor may be faulty, in which case, you will need to replace that.