Six years ago, Allardyce suffered League Cup final heartbreak as Bolton boss when the Lancashire side lost the final to Middlesbrough and missed out on a place in Europe.
In need of a hand: Sam Allardyce lost out to Martin O'Neill in the FA Cup at the weekend but will be hoping to get revenge on his Aston Villa rival in the Carling Cup semi-final
That is the closest Allardyce has come to a major trophy in his long managerial career and he is determined not to let the chance slip again this year, having come so close. If Allardyce was to triumph, it would be a rare success for an English manager and the perfect way to start 2010 for bosses from this country.
In the last decade, out of the 30 major domestic trophies that were up for grabs, only two were won by Englishmen. One was the FA Cup by Harry Redknapp's Portsmouth in 2008. The other was by Steve McClaren - when his Middlesbrough side defeated Allardyce's Bolton at the Millennium Stadium in 2004.
Allardyce has made a plea to the Blackburn public to come out in force at Ewood Park on Tuesday night to help drive his team on to Wembley and fulfill his dreams of lifting some silverware.
'The fans are going to determine whether we get there on Tuesday night,' said the Blackburn manager. 'So please turn out. I know it is cold but this is a chance to get to Wembley. It will be a terrific experience if we could do it and one that we would remember for the rest of our lives.'
Empty feeling: A dejected Allardyce walks away with his runners-up medal after Bolton lost the 2004 League Cup final against Middlesbrough
He is encouraged by Blackburn's second-half showing - with 10 men - during the FA Cup defeat against Villa on Saturday.
'It was a really spirited performance from the 10 players and the substitutes,' said Allardyce. 'It was a top effort from the players to get back and almost get a draw and a replay at our place. It was just too much to do in the end but it was a real, great, gallant effort from the players.
'If they had walked all over us and beat us 5-0 that might have been a thought in the players minds on Tuesday night but we will think we have contained them really well with 10 men.'
Allardyce admitted his selection for the Carling Cup game will be very different, though. It is expected to be far stronger than the FA Cup side, which included nine changes to the regular first-team.
'It will be two completely different teams on Tuesday night,' said Allardyce. 'It will be about who can handle the pressure the better and who can convert their chances. Hopefully that will be us because in the first leg we will want to get our noses in front ahead of going back to Villa Park.'
He said that he took David Dunn off after an hour on Saturday because he had one eye on the Carling Cup.
'Having Dunny back is great because he is one of our most creative players,' said Allardyce.
'Dunny was playing his first game for a month (on Saturday). We didn't want him to come away with any strains or niggles and he looks okay. It was about trying to get a result but making sure we have the strongest team available for Tuesday.'
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