Morten Gamst Pedersen believes that Rovers will have to show the same work ethic and commitment shown against Bolton on Tuesday night to progress to the last four of the FA Cup.
The long-serving midfielder can't wait to be involved in Sunday's match at the Den with the prize of a place at Wembley a huge incentive to the player.
"We just need to work hard and outwork the opposition then you have a big chance to win games," said Pedersen to Rovers Player
"It is a fantastic game for us to go into now and if you win there then you've got Wembley.
"Everybody wants to play at Wembley, it is one of the most famous stadiums in the world in football history.
"If we can do our job and go there and get a result it would be amazing for us and the supporters. That will be a great achievement this season."
On a personal note, Pedersen would like to make it a fifth semi-final appearance having featured in two League Cup and two FA Cup semi-finals during his eight years at Rovers.
Plus the Norwegian international has never had the opportunity to play at Wembley so that is a further incentive for the midfielder.
"I've been in four semi-finals with Blackburn so to get to Wembley would be really nice," added Pedersen.
"I've been at the Millennium, I've been at Old Trafford, but this is a new game, a new opportunity and Millwall away is a game we can win.
"Fingers crossed for everyone and the fans that we can go to Wembley where you never know what is going to happen in the cup.
"It would be great, I've never played at Wembley so it would be an honour to play for Blackburn there as I've been here so long.
"We have to be ready for Sunday and after the game hopefully we'll have a big smile on our faces."
Tickets for Sunday's cup tie will be on sale at Ewood Park until Friday lunchtime. A limited number will be available on the day of the game at the North Stand ticket office from 12 noon.
Prices are £20 for Adults, £11 Seniors aged 60 and over, £10 for Juniors under 16. Call the ticket office on 0871 222 1444 for further information.