Basically, millimeter wave radiation is ~6 orders of magnitude less energetic than x-rays and is non-ionizing (that is, it doesn't have the energy to knock electrons out of atoms). Ionizing radiation is the nasty stuff, and is what causes DNA damage - non-ionizing is generally safe, and includes things like light and radio waves.
https://en.wikipedia.org/wiki/Millimeter_wave_scanner
https://en.wikipedia.org/wiki/Electromagnetic_spectrum
Basically, millimeter wave radiation is ~6 orders of magnitude less energetic than x-rays and is non-ionizing (that is, it doesn't have the energy to knock electrons out of atoms). Ionizing radiation is the nasty stuff, and is what causes DNA damage - non-ionizing is generally safe, and includes things like light and radio waves.