The Red Devils face Reading in the third-round at Old Trafford on Saturday.
"We're about winning trophies of course," said Solskjaer in his pre-match press conference.
"The FA Cup final is such a fantastic final. I played in the 1999 one at Wembley and, after having watched so many finals as a kid, to be able to make that long walk up from the dressing room to the pitch was fantastic. That's what we hope for."