Fraser Forster hailed Saints; fighting spirit in beating Stoke to reach the Capital One Cup quarter-finals - but is not yet thinking about silverware.
After defeating the same opponents at the weekend to climb to second place in the Premier League table, Saints made it nine wins from their last 10 games with a 3-2 victory at the Britannia Stadium.
In the last eight they will travel to League One Sheffield United, and Wembley appears very much in reach for a team who will fear no one.
Manager Ronald Koeman has shown he is taking the competition seriously with his team selections, and Forster said: "We've said all along we want to do something in the cup.
"All you can do is beat the team you're drawn against. It's just about taking it round by round and seeing what happens.
"It's been a really positive start to the season but we know it's only a start. There's a long way still to go and hopefully we can keep it going but we know how tough it is.
"Winning breeds confidence and the manager's been fantastic from day one. There's a lot of new lads and he's got a lot of faith and belief in us and lets us go out and try and express ourselves.
"That makes this game a bit more pleasing because our backs were up against the wall at times and we showed the character and the strength to come back."
Saints edged a cagey 1-0 victory last Saturday and looked firmly on course for a repeat when Graziano Pelle and Shane Long put them two up at half-time.
But Steven Nzonzi pulled one back straight after the break and extra-time appeared on the cards when Mame Biram Diouf headed an 82nd-minute equaliser.
However, substitute Peter Crouch was sent off for two quick yellow cards and, from the free-kick awarded for the second, Pelle netted a late winner.
England keeper Forster said: "It's always tough to play the team you played just a few days earlier and it's a very tough place to come and play away from home.
"We scored a great goal early on through Graziano, which got us off to a great start. Two-nil at half-time is always a tough scoreline and we knew Stoke would come at us really hard.
"To score so early on gives them a lot of confidence and motivation. For us, you want to keep it at 2-0 for as long as possible. It wasn't to be but we showed we can battle.
"It would have been nice to see out the second half a bit better but to score the third right at the end to get us through is brilliant.
"It was a very tough game but we got there in the end. We can be very proud of the way we played. The second half was a real battle but it's fantastic to be through."
The ending was a sucker punch for Stoke after they had fought back to level, and at 2-2 they looked the more likely winners.
The manner of Pelle's second goal was also frustrating, with the Italian profiting from a mistake by full-back Erik Pieters.
The Dutchman said: "It was a free-kick from the side. I think Pelle missed it and it bounced on my knee. And from my knee, he put it in. It's hard. Things happen but it's not fun.
"The first half, we have to take our lessons, we can't play a first half like that any more. Because when you're 2-0 down at half-time, it's hard to come back from that. The second half we recovered well and it's too bad we lost."
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