McLeary, speaking before the team headed north for tonight's second leg at Springfield Park, said: "It was vital that we did not concede and I'm happy that we are still in with a chance.
"Obviously, I would have liked us to have created more chances but you have to give Wigan credit for the way they defended.
"The tie is not over yet and we will give it our best shot in the second leg."
And, if Millwall need some encouragement they should look at Wigan's league form during the season. Only two defeats in 23 games away from home but five losses incurred at home suggest that Millwall can still do it.
Meanwhile, Lions midfielder Tim Cahill will not be allowed to play for Australia in the Olympic Games. The authorities decided that a brief appearance as susbstitute for Samoa, as a 17-year-old, makes him ineligible.
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