The two sides meet again after playing out a 0-0 draw at the Den on Sunday in a bruising encounter which left a few Rovers players nursing injuries because of the home sides' style of play.
Dann himself was cut just below the eye in the first game is looking forward to locking horns with Millwall once again.
Speaking about his cut, Dann said to ESPN: "It's alright, its a little scratch. You get them along the way so I'll just get on with it. It was a tough game physically and we didn't expect anything less.
"We knew that was the way it was going to be down there and, with it being the FA Cup, we knew that we'd have to be up to the challenge.
"They had maybe the best chance of the game but we're still in the cup and we've got a home tie to look forward to.
"We knew it was going to be a battle and it was going to be high-tempo and in-your-face. Maybe we didn't get the ball down and play the way we would have liked to for the majority of the game.
"Coming back to Ewood Park, having a home tie and a home crowd behind us, we'll be looking more to play our own style and hopefully that'll be enough to get us through to the semi-finals."