Alan Pardew believes that the onus is very much on his team this evening, and is not expecting an easy game.
Progression in the Johnstone's Paint Trophy is still very much in the balance, but Saints have given themselves a fighting chance with a one goal advantage going into tonight's second leg at St. Mary's.
"We must approach it as we have with all our home games in that we must win it from the off and that's what we'll do," he said. "I like my teams to be on the front foot but there's been times in away games in the league this year where that hasn't been the case.
"We're trying to get that instilled here, we've changed the mentality and recruited some good players to get a sustained winning run together and hopefully we'll win tonight.
"I think that it is important for the morale of the squad and for the morale of the fans, so that they have something to look forward to later on in the season.
"We're looking forward to it after a disappointment on Saturday so this is a good chance to pick ourselves up quickly."
The prospect of a trip to Wembley is one which mustn't obscure the team's preparation and Pardew has warned his squad against getting ahead of themselves.
"It's very, very important that we put it to one side. We've spoken about it and had a little look at Aston Villa vs Blackburn in the Carling Cup. We noticed a couple of things that happened in that game which gave Blackburn a chance of getting back in it and we tied to find ways of not letting the scenario happen.
"Milton Keynes have no pressure on them and we've got 24, 25,000 people in the ground expecting us to win and they've got a few hundred fans not expecting anything other than having a go. In some respects you've got a team under massive pressure and one playing with next to none, will that even it out? I expect it might, so we need to be at our very, very best.
"I feel that we've entered competitions to win them this season, you see criticisms of managers who don't play strong sides and I don't think you can put that at my door, I've tried to pick my strongest team every week," the gaffer added.
"I have had to rest players here and there like Radhi Jaidi last Saturday because he can't play three games in a week, but luckily we've got the quality to do that now which we didn't before. We're hoping that it will bear fruit this week in the two cup games so maybe we'll have a Wembley appearance and then possibly a quarter final appearance which is still massive for this club at the moment.
"There's a lot of clubs that will be envious of our position, so we should accept that and enjoy it.
"It's a period that we should all be up and excited about. We're a little bit down from Saturday but we'll be ready for the game and I hope that the fans are because I think everyone can see that the club is moving forward. We need to stick together, get through this competition and be ready for the visit of our nearest and dearest rivals on Saturday."