As Michael says, what you are after is a "Vertical Slide" However, much use of the term "Milling Attachment" on ebay has resulted in this term being widely used, to all round confusion.
There is another version of the conversion of a cross vice to vertical slide in MEW no 27, Jan/Feb 1995, and a "proper" design by Martin Evans reviewed in MEW no 47 Dec 1997. Drawings for this one are available from the Plans Service of MyHobbyStore, and it was described in ME no 3754 and 3756 in Jun/Jul 1985. This does use castings though.
I would recommend a good look round Harold Hall's website, previously referenced, particularly his articles on the "Lathe Only Workshop" to give you an idea of what can be done.
Edited By Robbo on 31/01/2017 21:47:12