Manchester United boss Sir Alex Ferguson admits it will be difficult to take if they finish the season without a major trophy.
Sir Alex is determined that all the Reds' hard work to get into this position - with the Club World Cup, Carling Cup and Community Shield already in the bag - does not go to waste.
"You only really relish it if you end up winning," he told Inside United. "You're prepared to go through the agony as long as you end up on top.
"It can be edgy, but you have to accept the challenge. Being there is the greatest thing and that's what we are all striving for."