Birmingham City boss Alex McLeish knows they go into the Carling Cup final as rank outsiders.
The Blues booked a meeting with Arsenal after last night's dramatic semifinal triumph over Arsenal.
McLeish said: "They will be hot favourites and have been for a couple of rounds now but you never know.
"It is XI v XI. We will try and get the tactics and strategy right and try and cause a major upset.
"We have to embrace what comes along and try and deal with it."
