Lambert was embarrassed to be fourth bottom last week, so he is mortified that Villa are now in the relegation zone.
He said: "I don't want to be anywhere near where we are now. Against Manchester United, in our last home game, the players showed their capability - the secret is sustaining that.
"We can't make it a one-game wonder. We need to win games including the Arsenal game.
"I'll never look at our fixtures and say 'we're playing Arsenal so I'll disregard three points there' - I know the consequences of losing, I'm not naive.
"You only have to look at what's happened to Roberto Di Matteo to see that it's getting ridiculous.
"But it's not something I'm ever frightened by and beating Arsenal would give these lads a massive lift."