Megson said: "It is a big priority. We have played two league games and we have taken three points.
"We have got a massive game at home against West Brom on the Saturday after, and then Fulham the Saturday after that away from home.
"But the priority now becomes beating Northampton at home. We want to do as well as we possibly can in that cup.
"I want to pick the strongest team I can to get through in that competition.
"What was happening to us last year was purely as a reaction to what our league form was doing. But we are not in that position just at the moment, and hopefully won't be."