Lions captain Danny Shittu headed the only goal to sink Blackburn 1-0 in a quarter-final replay at Ewood Park and book a Wembley date against Wigan next month - a rematch of the 1999 Football League Trophy final at the old national stadium that the Latics won 1-0.
Eight seasons in the Premier League mean such humble competitions are a thing of the past for the DW Stadium outfit, and Gallen believes that time at the top table gives them a clear advantage.
"They're a Premier League team and they're the favourites," he said.
"They'll have spent a lot more money on their team than we do on our team.
"We go there as underdogs but - like in any game of football - you don't just go there for a day out, you don't go there just to make the numbers up.
"When we get round to the Wigan game we'll put together a plan and see if we can go and perform well and see what we can do.
The Lions are currently in 17th position in the Championship - five points above the relegation zone, but Gallen won't let talk of a possible European adventure distract his side.
"There's been noting said about that, not from the staff," he added.
"The players talk about whatever they talk about and we don't get to hear that.
"If you look where we are in the league, right now, even though we're getting to the semi-final of an FA Cup, the focus is straight away Charlton on Saturday.
"It's a London derby and we've usually performed well in London derbies in the last five and a half years."
Blackburn also have work to do to a avoid a second consecutive relegation as they lie and point and a place better off than Millwall having played a game more.