Chris Basham is backing the Blades to produce the goods, as United prepare for the second 'cup final' of the week on Saturday.
Speaking ahead of the Millwall game, the influential defender remarked: "With four games to go we know the situation. We're at home and need a win, at this stage of the season it's all about winning games.
"We're at home and hopefully we can pick up from where we left off against Middlesbrough, Millwall arrive in excellent form and it promises to be another competitive game.
"Every game is a cup final now, we won the first one of the five against Middlesbrough and the first goal will always be important in big games."
Basham added: "We're together as a group and it's great for the club and supporters, who were excellent against Middlesbrough.
"We wanted to settle into the Championship, but we've done much better than that and I'm not surprised that Millwall have exceeded expectations too."