The Reds are behind 2-0 after the first leg and now face the unenviable task of playing a rampant Victory at the Telstra Dome.
"We know it's a difficult task and a massive challenge over there but we'll go out there with the right frame of mind and you never know, you peg one goal back and there's always a good opportunity that you might get another one," Vidmar said.
"Everyone will probably think it's a foregone conclusion really (that Melbourne will go through) and if that's what they want to think that's fine. They (Melbourne) are in a very good position but hopefully we can change that and put them under pressure.
"We're aggressive and we want to be aggressive and that's the way you've got to play the game so nothing is going to change," he added.
"It's obviously a difficult task getting two goals back but if we just sit back and wait we probably won't get too much success so we're going to still have to be in a good attacking frame of mind.
"We need to know that we've got to go out there, and it doesn't matter what game it is, we need to go out there with the right frame of mind every week and try and win a game."