Megson said: "Our supporters aren't daft. They know the last time we went away we got a good result.
"We're 18th in the Premier League and don't want to be there.
"The fans know we've got to give ourselves the best possible chance of avoiding relegation.
"I've told the lads I want us to finish in 12th, not just avoid relegation.
"The Premier League is where everyone wants to be - that's our bread and butter."