Rovers had to be at their best defensively at the American Express Community Stadium on Tuesday evening, only conceding from the penalty spot after Scott Dann had given the Lancashire club the lead in the 1-1 draw.
Now as Appleton prepares to take his side south once more, the Rovers boss thinks this weekend's match can be one that the players can enjoy away from the pressures of a league campaign.
"I think it is certainly a weekend off in terms of the league fixtures," said Appleton.
"With the FA Cup game on Saturday it does give us an opportunity to enjoy the match more than we would in a normal league game.
"In saying that, I don't think you can relax too much going to the Emirates against an Arsenal side.
"It is probably going to be very similar to the match against Brighton in that we concede a lot of possession to the opposition.
"Three days after they play us they are going to play in a Champions League tie against a fantastic German side in Bayern Munich, so we know that the task is going to be very very difficult.
"But we'll go there, we'll have a go and see if we can make a surprise."
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