United possess a 3-2 advantage from the first leg when they go head-to-head with the Italians at Old Trafford on Wednesday for a place in the Champions League quarter-finals.
Net pains: Edwin van der Sar dives for the ball in Milan last month
Veteran goalkeeper Van der Sar was part of the United side who crumbled in the return match with Milan in 2007 that extinguished their dream of reaching the final.
The Red Devils were 3-2 ahead at the halfway stage of that Champions League semi-final - but a horror 3-0 loss at the San Siro sent them tumbling out of the competition.
Van der Sar said: 'It's not a case of owing Milan one, but we will want to make sure we don't make the same mistakes we did a few years ago when they knocked us out at the semi-final stage.
'They played particularly well in the home leg here when we won 3-2 and Kaka scored two goals. Then at the San Siro, Clarence Seedorf was fantastic - he was excellent in both games actually.
Out you go: Clarence Seedorf scores against United in 2007
'But we got a good result in Milan and now we need to finish it off with a magic night at Old Trafford.
'We're always confident. And I haven't played a lot in the Champions League yet this season, so I've been really looking forward to these games.'
United have never knocked Milan out of European competition but 39-year-old Van der Sar retains happy memories of being part of the Ajax side who famously beat the Italians in the 1995 final.
He added: 'It was so long ago! I was still a young boy and the Ajax team had a lot of young players. I think you could compare it with the 1999 Champions League title that United won.
Heroes to zeros: Van der Sar (centre) absorbs the 2007 shock
'There were a lot of home-grown players, friends who'd grown up together in the youth team and then progressed into the first-team. We had one or two foreign guys, but it was mainly Dutch players in a team that was brought together by a great manager, Louis van Gaal.
'Everything came together and the players really gelled during that period and it was a great feeling to win the Champions League title.
'It was a lot like United a few years after that, we were a bit unfortunate not to add a second European title to the one in 1995. In those situations you want to stamp your authority on that particular era, but it was only one year.
'It's a difficult trophy to win, so if you win it more than once you've done well.'
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