Many will already be pencilling Saints in as winners of the tie, but, while Long is confident, he insists they are not expecting to breeze past their League One opponents.
"We're in the form at the moment that we feel confident with every game we go into," said the striker.
"The manager is preparing us well for every team and we know we have that ability to go out against any team and pass the ball and play good football.
"Again, it's going to be another tough test and we're going to give them the respect that they deserve.
"I've been to Bramall Lane a few times over the years, with Reading, and it's never an easy game.
"It's a big stadium there, good following, good supporters there, and hopefully it'll be a good away win for us.
"It's steeped in history, Sheffield United. It's going to be a tough game, we're under no illusions that it's going to be an easy walkover, but we've put ourselves in a great position now to kick on and give ourselves a good cup run."
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