He said: "We have been a bit disappointed with a couple of games where we thought we could have won, but they are games last season where we might not have got the point at all. We might have gone on to lose them, so we are moving in the right direction.
"If we can get this winning habit, if we can get on a roll, we can keep pushing on.
"It's important to keep this unbeaten run going as long as we can, particularly when we are not winning games and not playing that well.
"That's what the good teams do - when they are not playing well, they win games or grind out a point.
"Too many times last year - even from winning positions - we did not hold on and hopefully the mentality is different now, the set-up is different and I am sure we are moving in the right direction."
Allardyce signed nine players in the summer and the most recent, Habib Beye and Abdoulaye Faye, could be involved for the first time at Pride Park - although the manager admits it will take time before they are all fully bedded in.
However, new skipper Geremi, defenders David Rozehnal and Claudio Cacapa, Alan Smith and Mark Viduka have already made an impact, and Milner, who picked up a record 31st England Under-21s cap last week, has noticed a change in atmosphere.
He said: "We have got a better team ethic now, that's a big difference. Everyone is willing to work for each other, everyone is on the same page and desperate to put their neck on the line for each other.
"As long as we get the three points, no-one cares, they will put their bodies on the line, and that's a great thing to have."