The performance of n-tier web-facing applications often suffer from response time long-tail problem. With relatively low resource utilization (less than 50%) and the vast majority of requests returning within a few milliseconds, a non-negligible number of normally short requests may take seconds to return. We propose the millibottleneck theory of performance bugs (that lead to long-tail problems). Several case studies have confirmed the millibottlenecks (that last a few tens to hundreds of milliseconds) as causal agents of long requests. A concrete example (garbage collection) illustrates the experimental verification of millibottlenecks. An open source fine-grain monitoring toolkit is being developed to facilitate the experimental research on millibottlenecks.