'Let's prove we've turned a corner' says Millington ahead of final week of league season
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Tuesday's 1-1 draw with Bromley made it just one defeat in 12 for Halifax, who have won four of their last five league matches.
"We're just desperate to keep going really, it feels disappointing the season's coming to an end," Millington told the Courier.
"We're on a good run of results, we think our form can improve, we think we can do better, it's a really exciting time for us because, Tuesday included, the last four games have been real tough opposition.
"Bromley, then Dagenham, then Woking, then Eastleigh - all teams fighting for promotion and hoping to get in the play-offs.
"They're certainly not going to give us an easy ride and they're all teams that we need to go out and try to put to the sword to prove that the corner that some think we've turned, we genuinely have and we're becoming a force to be reckoned with.
"So it's exciting, and yeah, a bit disappointing that it's ending so soon."
Town are showing no signs of easing up ahead of next month's FA Trophy final at Wembley, with another committed display in midweek.
"It'd be really easy for the lads to just take their foot off the gas a bit at the moment, try to protect themselves, try and just be careful that they don't put themselves out of contention for a big game coming up," Millington said.
"There is always the argument that people are playing for their shirts, but the flip side of that is there's lads out there who could easily just drop a gear and try and make sure they don't put themselves at any risk.
"But you saw on Tuesday, lads flying into tackles, lads receiving some real rough treatment off opposition players but still going toe-to-toe with them and really driving on to try and win the game right at the death when really there's very little in it for us in terms of how it affects our league season.
"So it's hugely impressive at this stage, given the season we've had, that the lads are performing to such a high standard."
Dagenham are three places and three points above Halifax in the table, and will be overtaken by The Shaymen if they win on Saturday.
"It's been a bit stop-start for them over recent weeks but they're a fantastic group of players and will present a real tough challenge," Millington said.
"We've seen over recent season what a fantastic group they are when they're at it, how dangerous they can be, so we're going to have to be at our very best again to get the win, and that's what we're going to try and do."
Millington made three changes to his side against Bromley, giving a rest to Tylor Golden, Mani Dieseruvwe and Jamie Cooke.
"The biggest thing is making sure we retain as much of a freshness as we can because we want everybody to be fit and available, but also we want everybody fresh or as fresh as they can be at this stage of the season," said Millington.
"We're in a fortunate position where almost every fit player we've got will be available for the Trophy game.
"We're fortunate when you compare us to Gateshead in that respect, that their number of available players for the Trophy is slightly limited, so they've got much more of a problem in trying to manage that, whereas we can focus on making sure that we remain competitive and remain focused on trying our very best to get three points out of every game we come into."
When asked if the knows his team for the FA Trophy final or whether there are places up for grabs, the Town boss said: "There's more competition in certain areas of the pitch than others.
"We've been looking recently at the benefits of the players we've got in a 4-3-3.
"You've also seen us switch shape in games to a 3-5-2, which we know will present more problems for Gateshead's style, Gateshead's possession style because we'd be able to get more pressure high up the pitch.
"So we're toying around with certain things as well as trying to make sure we go and win three points.
"But we're in a really fortunate position to have so many options available to us at the minute."