The only goal of the game from Colin Kazim-Richards saw Rovers pull off one of the shocks of the competition as they defeated Arsenal 1-0 at the Emirates.
"I've just said to the players that you don't have many days like this," Appleton told Rovers Player
after the game.
"That is the first time Arsenal have lost in the cup here, the first time they've lost to a team from a lower league.
"You've got to enjoy them and I'll allow them to do that for the next 24 hours and then it is time to concentrate on Hull."
Rovers had to defend for long periods, but the manager felt that the victory was just reward for the way they went about the game.
"We've got a group of players that will work their socks off, are organised, fully focused and are just desperate to keep clean sheets," added Appleton.
"I believed we could do it, I said to the staff that I genuinely believed we could win the game, I just had a good feeling.
"There's that vibe about the place, there's great team spirit, there's a really good togetherness.
"The dressing room is bouncing, we're delighted to be in the quarter-finals."