In this paper, the strong approximation of a stochastic partial differential equation, whose differential operator is of advection-diffusion type and which is driven by a multiplicative, infinite dimensional, cA dlA g, square integrable martingale, is presented. A finite dimensional projection of the infinite dimensional equation, for example a Galerkin projection, with nonequidistant time stepping is used. Error estimates for the discretized equation are derived in L (2) and almost sure senses. Besides space and time discretizations, noise approximations are also provided, where the Milstein double stochastic integral is approximated in such a way that the overall complexity is not increased compared to an Euler-Maruyama approximation. Finally, simulations complete the paper.