In a large bowl, combine the warm milk and sugar. Sprinkle the yeast over the top and let it sit for about 5 minutes until frothy.
Add 3½ cups of flour, salt, egg, and melted butter to the yeast mixture. Mix until a dough forms.
Knead the dough on a floured surface for about 5 minutes, adding the remaining flour if needed, until smooth and elastic.
Place the dough in a greased bowl, cover it, and let it rise in a warm place for about 1 hour, or until doubled in size.