The Steamers finished fourth on the ITM Cup Championship ladder this year with a record of four wins and six losses, which saw them sneak into the semis.
It is their best season since 2011 when they finished fourth in the ITM Cup Premiership, the same year there were no semifinals played in the competition because of the Rugby World Cup in New Zealand.
The Steamers have had a tough run of late following back-to-back losses to Otago (43-30) and Wellington (31-13).
McMillan said they had the benefit of starting afresh this weekend - in a do or die match - but ideally they would have liked to go into the play-offs following a win.
"I guess it is important for any team to keep winning. It is all about momentum and that creates confidence in what we are doing," he said. "We have shown what we can do in patches, but we have not been able to put together consistent performances."
Two controversial TMO calls went against the Bay during their match with Otago, but McMillan said they simply needed to focus on improving their own game this week.
"We don't seem to have had the rub of the green in the last few weeks but there were lots of things in our game which can be easily fixed which are hurting us," he said.
He said the individual skill level was pretty poor against Otago and he was disappointed by the way his players were going into contact.
He said the focus this week would be "getting the mindset right" for a knockout match.