EDIT
It has been pointed out that the OP's problem statement reflects fundamental misunderstandings of the material; I agree. Therefore, the problem statement should be clarified as follows:
At what minimum value of $n$ does the following relation become true?
$$H_n - \log{n} - \gamma \le 2 \cdot 10^{-3}$$
It turns out that the result is quite simple. I will begin by defining the digamma function
$$\psi(z) = \frac{d}{dx} \log{\Gamma(z)} $$
When $z$ is a positive integer, $\psi(n+1) = H_n-\gamma$. Better yet, there is a nice asymptotic approximation to determine the expected error as a function of $n$:
$$\psi(z) = \log{z} - \frac1{2 z} + O \left ( \frac1{z^2} \right ) $$
This may be seen as a consequence of Stirling's series for the Gamma function, although I am hesitant to assume that one may derive the asymptotic series of $\psi$ by taking the derivative of the Stirling series.
It then follows immediately that
$$\begin{align}H_n -\gamma= \psi(n+1) &= \log{(n+1)} - \frac1{2 (n+1)} + O \left ( \frac1{(n+1)^2} \right ) \\ &= \log{n} + \log{\left ( 1+\frac1{n} \right )} - \frac1{2 n} \frac1{1+\frac1{2 n}} + O \left ( \frac1{n^2} \right ) \\ &= \log{n} +\frac1{2 n} + O \left ( \frac1{n^2} \right )\end{align}$$
That is,
$$(H_n - \log{n})-\gamma = \frac1{2 n} + O \left ( \frac1{n^2} \right ) $$
Thus, the error as a function of $n$ is about $1/(2 n)$. So the number of terms needed to achieve an error of $2 \cdot 10^{-3}$ is about $1/(4 \cdot 10^{-3}) = 250$.