Conspirator about to start swindle — millions stolen (5)
I believe the answer is:
casca
'conspirator' is the definition.
(conspirator against Julius Caesar)
'to start swindle millions stolen' is the wordplay.
'to start' suggests taking the first letters.
'millions' becomes 'caca' (I can't justify this - if you can you should give a lot more credence to this answer).
'stolen' indicates putting letters inside.
The initial letter of 'swindle' is 's'.
's' put inside 'caca' is 'CASCA'.
'about' is the link.
(Other definitions for casca that I've seen before include "Roman conspirator" , "plotter against Caesar" , "Envious conspirator (J. Caesar)" , "envious assassin" , "Conspirator responsible for rent" .)