The manager has called on Rovers supporters to give the side their full backing to help them achieve the dream of reaching a Wembley semi-final against Wigan Athletic.
Appleton has been full of praise of the support his side has received since taking charge in January and has asked for them to raise the roof once more in the FA Cup quarter-final replay this evening.
"With us being the home team the onus is on us to get at Millwall," said the Rovers boss.
"I think the biggest thing, which I hope will be the case on the night, is that we create the same kind of atmosphere as Millwall created down at their place.
"If the fans can turn up on the night and make it a memorable night for everyone, cheer every corner, every free-kick, every throw-in, every tackle, then I'm sure it will give the players the edge that we might need.
"It is half-time in the tie now and it is a good opportunity for everyone to go through."
Appleton knows that it won't be easy against a Kenny Jackett side who will up for the tie just as much as Rovers.
"Certainly the first 20 minutes or so will probably be very similar to Sunday's game with both teams looking to earn the right to play," added Appleton.
"Once we get that out of the way we have to make sure that we have composed ourselves and play our game.
"Our pitch is slightly bigger so I would like to think that when we do get possession of the ball we'll take advantage of that.
"But we have to be mindful of that before I came to the football club Millwall turned us over at Ewood 2-0.
"So we'll give them the respect that they deserve but ultimately it is about what we do on the night.
"It is an opportunity to go and play at Wembley, I'll be amazed if my players aren't chomping at the bit on Wednesday night to go and make that happen."
Supporters are advised to get their tickets in advance of this evening's match as large queues are expected in the run-up to the 7.30pm kick-off.
Tickets are priced at £18 for Adults, £12 for Seniors/Students and £6 for Juniors under 16.