If you feel you are up for it, I'd say go for it! There is a great sticky in the rescue section of the forum about rehabbing a puppymill rescue:
http://www.yorkietalk.com/forums/yor...ll-rescue.html
My little guy is a rescue (an owner surrender, not a puppymill) and he was not potty-trained when he was surrendered. His foster mom worked with him and I worked with him, and he does very well now. So it is definitely possible, it just takes time and patience. Your other dogs will set an example for the new one too.