Having claimed just one point out of 15 available in the Championship since the win at Arsenal in the fifth round - stalling hopes of a late promotion push - Appleton is hoping for a change in fortunes at the Den.
"I think this is an opportunity to put the league to bed for a few days," said the Blackburn boss.
"We've got a great opportunity to go and play at Wembley, it has been a while since the football club did that.
"So I'm sure the players will grasp that, they've got an opportunity to do something special. It has been a poor couple of weeks for us.
"We have had a lot of games but they haven't gone our way for one reason or another.
"So there are so many good things that could come out of the game on Sunday. At least we've got an opportunity to be part of that.
"It is all to play for, it is going to be tough to call. Millwall will go into the game as favourites being the home team as well as us having a host of players cup-tied and out.
"You just don't know, maybe it is someone's opportunity on Sunday to be a hero."