"It feels good to be able to [finish strong]," Zito said. "But I need to do that the whole game. ... It's kind of a hollow feeling to throw the ball well after giving it up like I did early."
The setback extended the A's losing streak to four games and dropped them below .500, at 5-6, for the first time since that inauspicious opener.
"We're just a little cold right now," said designated hitter Frank Thomas, who provided one of the few hometown highlights with a laser beam of a homer to left in the fifth inning. "But baseball's contagious, and hitting's contagious. We'll get hot here at some point, and when we do, we'll get back on a roll."
Zito, whose fastball command was almost nonexistent when he gave up seven runs in 1 1/3 innings against New York, was perfect over his final three innings of work Friday. But he gave up five runs on six hits over the first four frames and fell to 1-2 on the year while losing for the third time in 25 career starts against Texas.
The second inning was particularly ugly. Zito hit the first batter and walked the second, got two strikeouts, then gave up a two-run single -- the only ball put in play in the frame -- to No. 9 hitter D'Angelo Jimenez.
"That was the key at-bat of the game," Zito said. "You always have a tendency to get up for the big-name guys in the middle of the lineup, and I might have let up a little bit there. That's unacceptable. ... You have to attack everyone like it's Babe Ruth up there."
As he did on Opening Night, Thomas did a passable Ruth impression by launching a no-doubter into the bleachers, but also as on Opening Night, it came with his club staring at a big deficit. Thomas' blast in the fifth inning was the 450th homer of his career, but it simply broke up Millwood's shutout.
"He was getting ahead of everybody, and I figured with a 5-0 lead, that's what he'd be trying to do with me," Thomas said. "And he did. First pitch, he gave me something to hit, and I hit it."
The game hasn't been quite so easy for Dan Johnson, who made it 5-2 later in the inning with a broken-bat, bloop single to center that snapped a season-opening 0-for-27 slide that was one short of setting a dubious Oakland record.
"I just weighed myself, and I'm 1,000 pounds lighter," Johnson cracked. "I'll take it. It didn't matter what it was, as long as it hit the ground."
The A's only other threat against Millwood came when they put two on with one out in the seventh, and he got out of that by getting Jason Kendall to bounce into a double play.
Millwood gave up seven hits without a walk while striking out seven to pick up his first win for the Rangers, who signed him to a five-year, $60 million free-agent contract in the offseason.
"It means a lot to a team when you can match up against any upper-echelon pitcher and win," said Millwood.
"Their guy pitched a good game," A's manager Ken Macha said. "He didn't walk anyone, he moves his fastball around, he can sink it, he can cut it, and he doesn't leave it up in the zone. Through it all we had some chances to score some runs, but they got that big double play, and that was it."
Actually, the A's had one more good chance to make a game of it, putting runners at the corners with two out in the eighth for cleanup hitter Eric Chavez. Rangers reliever Akinori Otsuka got Chavez, who represented the tying run at the time, on a slow roller to shortstop.
Texas padded its lead on Gary Matthews Jr.'s RBI double off Huston Street in the top of the ninth, and Milton Bradley closed the scoring with his first homer with the A's, a solo shot to right off Antonio Alfonseca with one out in the bottom half.
"There were some positives to draw out of that game, too," Macha said, noting the homers by Thomas and Bradley and two more hits from red-hot Nick Swisher, who is 8-for-16 with four doubles and two homers during the losing streak. "We've lost some games in a row here, but this is a good team, and these guys don't quit. We'll be fine."