It has been a rollercoaster month for the club, who have been beaten 5-0 at Chelsea and 6-2 at Arsenal, triumphed in the east Lancashire derby against bitter rivals Burnley and endured an outbreak of swine flu.
Their October schedule finishes on Saturday with the daunting prospect of a trip to Manchester United and Salgado admits that away results must improve - but hopes the performance against Peterborough will have encouraged the players to enjoy their football.
"It's a good result because it puts us through to the quarter-final - that's important because the Carling Cup is a great trophy, but also after the score in London (against Chelsea), it is very important for our confidence," Salgado said.
"Now we have to play better in the away games. It is a very difficult month for us, playing away against Arsenal, Chelsea and Man United, but we have done a job - we won the derby against Burnley and we have now got to the quarter-finals of the Carling Cup.
"We will try to play better on Saturday against Man United and try to get a great result.
"We have to keep the ball more in away games because of the way we have been giving it away to our opponents. It is very difficult to play against Chelsea and Arsenal if they always have the ball.
"But also, we have to not be frightened - we have to play and enjoy because in these types of games, we can only win.
"If we get out with a draw or a win from Old Trafford it will be great for us because normally, you are going to lose there.
"We have to enjoy ourselves against these teams, and I think now is a good time to get a result there."
Salgado's goal - the third of Blackburn's five - was his first for Rovers and the Spaniard feels he is starting to get to grips with English football.
"It is important for my confidence because I am learning to play in England and it is very different," Salgado said.
"This was my second game in the Carling Cup. It was an important goal for me first of all, but also an important goal for the team.
"I feel well, life is perfect for me, but English football is different - it is quicker and you have to fight for every ball.
"In Spain we would normally keep the ball more. But I think in one more month, I will have learned for sure."
With Sam Allardyce feeling unwell and watching from the stands, assistant manager Neil McDonald gave directions from the technical area last night and praised the performance of a side that featured seven changes from the weekend.
"I think it gives everybody confidence," McDonald said.
"The pressure is on the people who have got the jersey to keep the jersey because there are people breathing down their necks.
"It also continues our home form, which has been excellent - we are scoring goals and creating chances, which is all you can ask really.
"If you get the chances you want to be putting them in the back of the net and we have done that."