A 5-1 win at Deepdale over Morecambe sent them through to the second round in emphatic fashion.
While their five-star show has now given North End boss Alan Irvine a selection problem for the weekend, his opposite number Sammy McIlroy saw his men given a lesson in defending.
Irvine, who reckoned the result was much improved on their weekend opening draw, said: "I'm delighted because the cup throws up giant-killing matches every single round.
"We prepared very thoroughly beforehand. I'm glad the lads treated Morecambe with the respect they deserve.
"I knew that if we were not right mentally we would have a problem against them.
"The biggest complement I can pay the lads is that it was a completely professional performance.
"Selecting a team for the weekend will be extremely difficult. Last season it was a case of finding enough players.
"Now we have got 21 players and I am confident of putting any one of them in the team. We made seven changes tonight and I don't think anybody can say we put out a weakened team."
Shrimps manager Sammy McIlroy reckoned that the result gave them lessons on how to defend, especially from set plays.
He said: "We did well in the first 35 minutes. We missed two great chances, missed a penalty kick and you can't do that at places like Preston.
"Then I think we gave away four really soft goals. With good Championship players like Preston they are going to hurt you.
"Heads went down a little bit when the third goal went in. The second goal came at a bad time. Right up to then we gave a good account of ourselves.
"I thought we played some lovely stuff. I don't want to be known as a team that plays pretty football but loses five.
"When I show them the video on how to defend it could be a long afternoon."