The England star, 30, said: "We have basically achieved everything else domestically, so Europe is always the one that's been hanging over us.
"I know what people mean if they say we are cursed - because the more years you get close and it doesn't happen, you think will I ever get there?"
And Lamps revealed the fear of elimination is something which drives him and his team-mates on in their quest to win the competition.
He added: "There's definitely a sense of determination, because we are all professionals, we all crave success with our clubs and we all want success.
"You all start to get that bit older, so I think there is a mixture of emotions.
"You don't feel it all the time but in the big games, like Liverpool, when you know this is a time when you could be going out, then that is when it really kicks in.
"Hopefully in the semi-final and final, if we get there, we will have that feeling again and push on."