You will not be able to just scale the geometry interactively, as I think you question implies. If you have an input deck of APDL commands then it shouldn't be a problem (just multiply all coordinates by 1E-3). Alternatively, if you want standard(ish) SI units (mm, N, kg) you could just scale factors such as 'g' to 9806.65 mm/s^2 and density to 7.85E-6 kg/mm^3 and E to 200E3 N/mm^2 (be careful with density, especially on modal/seismic analysis, where Newtons are kgm/s^2).
Hope this helps,
-- D R E J --