WASHINGTON (Reuters) - President Bush's nominee to be secretary of the Navy, oil executive Colin McMillan, died on Thursday of a self-inflicted gunshot to the head, the New Mexico medical examiners offices said. McMillan, 67, died at his ranch in southern New Mexico. "The manner of death was suicide," said Tim Stepetic, associate director of New Mexico's Office of the Medical Investigator. "Mr. McMillan died of a self-inflicted gunshot wound to the head." Scot Key, a state district attorney in Alamogordo, New Mexico, said his office was looking into reports that McMillan may have had a recurrence of cancer. A...