A thousand pound piercing upset Marilyn Monroe ultimately (9)

'a thousand' is the definition.
(I know that millenary is a type of 1000)

'pound piercing upset marilyn monroe ultimately' is the wordplay.
'pound' becomes 'L' (abbreviation e.g. Lsd - pounds, shillings, pence).
'piercing' indicates putting letters inside (some letters pierce a hole in a word).
'upset' is an anagram indicator.
'ultimately' indicates one should take the final letters.
The final letter of 'monroe' is 'e'.
'marilyn'+'e'='marilyne'
'marilyne' is an anagram of 'milenary'.
'l' going into 'milenary' is 'MILLENARY'.