It will be the message Grant Murray will have drummed into his players all week and will do right up until kick-off at Easter Road tomorrow when they begin their bid for Ramsdens Cup final glory.
Facing Rangers with silverware on the line has been a daunting prospect for teams for decades, but this time it is different.
It may only be three years since the Ibrox side contested a cup final, but the Light Blue stars who lined up that day against Celtic and the side that will take to the field in the capital are far different prospects.
There is no McGregor, no Weir, no Davis and no Jelavic, with the squad boss Ally McCoist has assembled undoubtedly too good for League One but untested on the bigger stage and against better teams.
Victory over Rovers tomorrow will give McCoist and his players a second winner's medal of the season and a deserved sense of satisfaction, but Rangers are unlikely to be lauded for their efforts.
"Again, it is one of these things," the Gers boss said.
"We are favourites, but there is still uncertainty because nobody really knows how to gauge Rangers. They don't.
"I would accept that in a lot of people's eyes we are favourites with the Premier League players we have signed from last year.
"At the same time, we are effectively still playing a team from a league above us.
"We had that uncertainty when we played Falkirk in the Scottish Cup and it will be the same tomorrow.
"But I do accept the majority of people would expect us to win.
"But, as I have said before, the difference is it is a different Rangers team that is playing in this cup final."
McCoist went on: "The Rangers teams that have played in cup finals before have always been on top of the Scottish game. This one is not - obviously, through no fault of the players, that is for sure.
"It is difficult to weigh up and gauge. It is not our job to look at that. It is our job to prepare the team and then hopefully win the game."
Lifting the Ramsdens Cup tomorrow would be a notable achievement considering where Rangers are on their road to recovery, but won't rank highly on their illustrious honour roll.
The Gers came up short last season as they were knocked out by eventual winners Queen of the South and left with only the Third Division title to show for their efforts.
A Scottish Cup semi-final against Dundee United next weekend could lead to greater triumphs, but Rangers can't afford to lose focus from the job in hand tomorrow.
In his third campaign in the dugout, McCoist will lead his side out on cup final day for the first time at Easter Road and he is determined to make the most of the opportunity in front of him.
He said: "It would mean a lot for everybody at the club to win it.
"Let's make no mistake about it, we have always said at this club that we want to win every competition that we enter. This is not different.
"Last year was a disappointment, I tell you.
"We got knocked out, we had an offside goal, it went to penalties and they were the eventual winners.
"It did annoy us because we wanted to win it. This year is different. We have got ourselves to the final.
"Listen, it is like anything else, Raith Rovers have sold their tickets like that, we have sold out our tickets, it is a proper game. And it will be tomorrow.
"The Raith Rovers lads will be absolutely desperate to win it. I would suggest that the fact that we are in it has taken the coverage of the final to a greater level than in previous years.
"As I say, there will be no shortage of determination from the opposition to win it. It is a good one to win, we really want to win.
"It will give everyone a boost; players, fans, supporters, everybody."
While all the pressure will be on Rangers to emerge victorious and avoid only their second defeat of the season, Raith have nothing to lose as they bid for a place in Kirkcaldy folklore.
Murray's men may have struggled in the Championship this term but a run to the final and a Scottish Cup triumph over Terry Butcher's Hibernian prove that they cannot be taken lightly.
By the time Rangers do battle with the Fifers in the second tier next season, both squads could have changed considerably from the line-ups that will take to the field tomorrow.
But the Ibrox boss is well aware of the threats that lie in the current Rovers crop.
McCoist said: "It will be a tough game and we're certainly not underestimating it.
"Based on the times I've seen them I think they're in a false position in the league.
"They could have gone ahead in the Scottish Cup-tie against St Johnstone, missing two chances from set-plays at 1-1. I spoke to big Lofty (Butcher) and Raith deserved their victory over Hibs at Easter Road.
"They're particularly good in a one-off game, they can raise their game. They've got experience as well.
"They've got nothing to lose. The majority of people would expect Rangers to win - rightly or wrongly. It's a great game for Raith, a chance for them to go and win the cup.
"There's no pressure on them. They can go out and enjoy it.
"They're now in a comfortable position in the league and they've got experienced guys like Calum Elliot, John Baird, Joe Cardle was with Dunfermline, the goalkeeper (Lee Robinson) we know. So they've got good, good players."