The Eagles entertain Everton on Saturday, which will be Millen's third match in charge since Ian Holloway left the south London club.
A full-time appointment is expected soon, so this weekend's match may be his last.
Millen said: "We know it's a great challenge and there are some good players at Everton.
"We've had some close games at Selhurst. I don't want teams to come to us and enjoy their football.
"I said to the lads we're going to war on Saturday. I said if I'm going to war, who is going with me? I believe I have that.
"I don't feel, being around the place, that anyone has given up. We're not that far adrift from five or six teams.
"If we can get a couple of results in the next five games, we'll have a good
"We're lacking Premier League experience from top to bottom but I believe with this group of players we can stay up."
As for his time in charge, Millen added: "I've enjoyed every minute. But I do expect Saturday to be my last game."