Added another release task (#2965)

* Added another release task

* apparently this is how we caps this

* caps + linky

* order
diff --git a/docs/doing-a-release.rst b/docs/doing-a-release.rst
index 0087ec5..0feb59b 100644
--- a/docs/doing-a-release.rst
+++ b/docs/doing-a-release.rst
@@ -76,6 +76,7 @@
 * Update the version number to the next major (e.g. ``0.5.dev1``) in
   ``cryptography/__about__.py`` and
   ``vectors/cryptography_vectors/__about__.py``.
+* Close the `milestone`_ for the previous release on GitHub.
 * Add new :doc:`/changelog` entry with next version and note that it is under
   active development
 * Send a pull request with these items
@@ -85,5 +86,6 @@
 * Send an email to the `mailing list`_ and `python-announce`_ announcing the
   release.
 
+.. _`milestone`: https://github.com/pyca/cryptography/milestones
 .. _`mailing list`: https://mail.python.org/mailman/listinfo/cryptography-dev
 .. _`python-announce`: https://mail.python.org/mailman/listinfo/python-announce-list