The manager has reported an extra intensity in training ahead of Sunday's clash at the Den and he, like the players, is really looking forward to the match.
"We've got to look forward to what is a day off from the league which has been difficult for us in the last couple of weeks," said the manager
"I'm sure the fans will be down there in their thousands, I'm really excited about the game, I've got an extra spring in my step because maybe, as a manager, I'll never get an opportunity like this again.
"Certainly that is the message that I am getting over to the players.
For both sides the incentive is huge, the chance to take part in a major semi-final at a world-renowned venue, possibly against high-profile opposition.
"To get to Wembley would give everyone at the football club just as big a lift as you could imagine," added Appleton.
"I'm sure Kenny is saying that to everyone at Millwall.
"The fact is that one of us are going through, there'll be a championship club competing in a semi-final at Wembley which is great for the league.
"I just hope and pray that we are the ones doing that."
Tickets for Sunday's cup tie will be on sale at The Den from the North Stand ticket office from 12 noon.
Prices are £20 for Adults, £11 Seniors aged 60 and over, £10 for Juniors under 16.
Supporters who are unable to get to London to watch Rovers in action can see the game live in Blues Bar or online on Rovers Player