"The onus is on us to go out and try to put a show on for the fans" - Millington wants to finish league season on a high against Eastleigh
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Halifax should ensure a top ten finish if they beat Eastleigh, who are one place above them in the table.
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Hide AdThe Shaymen have won five of their last eight games and have taken 17 points from the last 21 available.
"It's a game we want to win," Millington said of Saturday's clash.
"We've got to be mindful of the Trophy final, but we still want to make sure we finish strongly and it being at home, the onus is on us to go out and try to put a show on for the fans and demonstrate how far we've come from earlier in the season.
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Hide Ad"The focus is on that and we'll really make a serious, deep dive into Gateshead once the Eastleigh game's out of the way, and that'll play a big part in deciding what strategy and what team we play in the Trophy final."
Any questions over whether Town may ease off rather than risk injuries ahead of the FA Trophy final were answered with a committed, hard-fought win at Woking on Tuesday night.
"It's not in my nature and I don't think it's in the nature of this group (to ease off)," Millington told the Courier.
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Hide Ad"We've got to a place where we are now competitive in every game and we want to make sure we retain that type of character about us because it feels like it's the right type of character for the group of players, for us as a management team and for the club and the town.
"Willing to go toe-to-toe with anyone and take on anyone who's put in-front of us.
"Results table is really positive and I think those results have been hard-earned.
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Hide Ad"There's definitely aspects that I want to be better and we will work to make them better.
"So far from perfect but we're certainly earning what we're achieving at the moment and we've got to continue to do that.
"The really positive thing is we've shown what we're capable of in the last couple of months and the type of runs we can go on.
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Hide Ad"To some degree I don't want the season to end, but more so, I want next season to start so we can start the season properly like we failed to do this season, and hopefully mount more of a challenge at the right end of the table."
When asked how many players have a place in his side for Wembley at the moment, the Town boss said: "Sam Johnson, he's going to start the game barring injury.
"Clearly there's some players who've established themselves and played a lot more minutes and there are players playing in positions where there's less competition.
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Hide Ad"But with the injuries we have and those bodies coming back, we expect that there'll be a healthy competition for places."
Johnson, who has captained Town in the last two games, is level on 17 clean sheets each at the top of the National League charts with Eastleigh keeper Joe McDonnell heading into Saturday's game.
"The last few games, he's really contributed to making sure we've been solid," Millington said.
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Hide Ad"He made a couple of outstanding saves on Tuesday night but he's also had a good all-round goalkeeping performance in punching crosses clear, making sure he comes for things and managing the back-line incredibly well to help them.
"He's played a huge part in the clean sheet on Tuesday and I think it's an accolade that no-one deserves more because he's Halifax Town through and through, he absolutely loves the club so if we can help him earn some recognition for his service to the club then we should all do everything we can to help him achieve that."