Toon host Anzhi tonight for the second-leg of their tie, with scores locked at 0-0.
He said: "We are in it to win it. There's no point saying to me, 'Would the quarter-finals be a great achievement for you in your managerial career?'
"It would be something I could put on my CV, but it wouldn't really mean much to me unless I win the trophy.
"I have been to the FA Cup final twice and lost twice, and I see this competition as a higher standard of competition.
"But I want to win and this club wants to win trophies, so we have a big agenda in front of us.
"There are some very, very good teams in this tournament and we are really looking forward to tomorrow's game."